+117.1%
AMAT vs MSTR
+60.8%
+56.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.3% | -4.3% | -11.8% |
| 7D | -24.3% | -8.7% | -15.6% | -22.9% |
| 30D | -39.8% | -21.4% | -18.4% | -37.1% |
| 3M | -40.2% | +31.4% | -71.6% | -43.8% |
| 6M | -22.1% | -30.8% | +8.7% | -18.4% |
| YTD | +24.7% | -14.9% | +39.6% | +23.1% |
| 1Y | +33.3% | -49.3% | +82.6% | +44.2% |
| 3Y | +133.9% | +184.8% | -51.0% | +48.6% |
| 5Y | +117.1% | +62.1% | +54.9% | +46.5% |
| All | +117.1% | +60.8% | +56.2% | +46.5% |
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