+170.1%
AMAT vs MSTR
+143.7%
+26.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.9% |
| 7D | +7.0% | -14.2% | +21.1% | +9.5% |
| 30D | -20.6% | -19.9% | -0.7% | -18.0% |
| 3M | -24.8% | +27.3% | -52.1% | -27.7% |
| 6M | -10.7% | -37.6% | +26.8% | -6.2% |
| YTD | +54.3% | -19.5% | +73.8% | +54.3% |
| 1Y | +73.7% | -47.1% | +120.8% | +83.0% |
| All | +170.1% | +143.7% | +26.4% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling