+1,315.3%
AMAT vs MSTR
+568.7%
+746.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -2.6% | +14.0% | +11.9% |
| 7D | -1.1% | -4.0% | +2.9% | -0.2% |
| 30D | -26.9% | -18.6% | -8.3% | -23.9% |
| 3M | -31.2% | +25.6% | -56.8% | -35.1% |
| 6M | -14.7% | -33.1% | +18.3% | -10.0% |
| YTD | +44.7% | -17.3% | +62.1% | +43.4% |
| 1Y | +62.0% | -48.1% | +110.0% | +75.0% |
| 3Y | +165.0% | +154.2% | +10.8% | +70.5% |
| 5Y | +147.1% | +46.2% | +100.9% | +54.3% |
| 10Y | +1,315.3% | +554.5% | +760.7% | +265.6% |
| All | +1,315.3% | +568.7% | +746.6% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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