+1,321.9%
AMAT vs MSTR
+461.5%
+860.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.3% |
| 7D | +11.4% | -13.4% | +24.8% | +14.5% |
| 30D | -17.0% | -22.1% | +5.0% | -12.9% |
| 3M | -30.6% | +15.0% | -45.6% | -33.4% |
| 6M | -14.9% | -37.3% | +22.4% | -9.1% |
| YTD | +44.7% | -26.5% | +71.2% | +46.8% |
| 1Y | +66.9% | -46.5% | +113.4% | +79.3% |
| 3Y | +153.3% | +121.1% | +32.2% | +67.6% |
| 5Y | +146.2% | +37.5% | +108.7% | +55.3% |
| All | +1,321.9% | +461.5% | +860.4% | +272.2% |
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