+645.5%
MSTR vs ZBRA
+425.5%
+220.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -11.2% | -3.8% | -7.5% | -9.3% |
| 30D | +33.8% | -10.2% | +44.0% | +42.0% |
| 3M | +11.5% | +58.7% | -47.2% | -16.8% |
| 6M | -7.2% | +61.9% | -69.1% | -32.9% |
| YTD | -15.4% | +41.7% | -57.1% | -34.3% |
| 1Y | -60.6% | +12.4% | -73.0% | -65.1% |
| 3Y | +260.8% | +34.2% | +226.7% | +180.0% |
| 5Y | +108.8% | -40.8% | +149.6% | +143.7% |
| All | +645.5% | +425.5% | +220.0% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling