+126.7%
AMAT vs MSTR
+53.1%
+73.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -14.7% | -1.2% | -13.5% | -14.4% |
| 30D | -36.1% | -15.9% | -20.2% | -34.0% |
| 3M | -36.9% | +33.1% | -70.0% | -40.8% |
| 6M | -22.2% | -31.0% | +8.8% | -18.5% |
| YTD | +29.9% | -15.1% | +45.1% | +28.4% |
| 1Y | +43.3% | -45.6% | +88.9% | +53.0% |
| 3Y | +142.7% | +180.5% | -37.8% | +54.5% |
| All | +126.7% | +53.1% | +73.6% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling