+533.6%
MSTR vs Z
+6.9%
+526.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.7% |
| 7D | -1.2% | -4.6% | +3.3% | +0.6% |
| 30D | -15.9% | +8.3% | -24.3% | -19.5% |
| 3M | +33.1% | -11.6% | +44.7% | +38.5% |
| 6M | -31.0% | -33.6% | +2.7% | -20.1% |
| YTD | -15.1% | -56.7% | +41.5% | +16.1% |
| 1Y | -45.6% | -59.1% | +13.5% | -23.9% |
| 3Y | +180.5% | -20.4% | +200.9% | +194.8% |
| 5Y | +61.7% | -55.3% | +116.9% | +104.9% |
| 10Y | +578.0% | -14.2% | +592.2% | +644.2% |
| All | +533.6% | +6.9% | +526.7% | +566.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling