-61.6%
MSTR vs ZYBT
-58.9%
-2.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.9% |
| 7D | -8.3% | -3.7% | -4.6% | -8.3% |
| 30D | +38.1% | 0.0% | +38.1% | +38.1% |
| 3M | +9.0% | +72.2% | -63.2% | +4.9% |
| 6M | -5.3% | +103.1% | -108.5% | -11.3% |
| YTD | -13.8% | +34.8% | -48.6% | -17.6% |
| 1Y | -59.8% | -83.2% | +23.3% | -58.6% |
| All | -61.6% | -58.9% | -2.8% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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