+535.4%
MSTR vs Z
+9.5%
+525.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.6% | +1.4% | -4.9% |
| 7D | -8.7% | -2.3% | -6.4% | -7.9% |
| 30D | -21.4% | +9.4% | -30.8% | -25.0% |
| 3M | +31.4% | -16.1% | +47.5% | +39.5% |
| 6M | -30.8% | -30.4% | -0.4% | -21.5% |
| YTD | -14.9% | -55.6% | +40.7% | +15.3% |
| 1Y | -49.3% | -58.5% | +9.2% | -29.4% |
| 3Y | +184.8% | -19.6% | +204.5% | +198.1% |
| 5Y | +62.1% | -54.1% | +116.3% | +103.4% |
| 10Y | +580.0% | -12.1% | +592.0% | +638.9% |
| All | +535.4% | +9.5% | +525.8% | +562.1% |
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