+6,406.4%
AMD vs MSTR
+742.5%
+5,663.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.0% |
| 7D | +2.6% | +12.2% | -9.6% | -0.6% |
| 30D | -0.9% | +45.2% | -46.1% | -10.4% |
| 3M | -8.7% | +10.4% | -19.1% | -12.5% |
| 6M | +136.3% | -2.5% | +138.8% | +130.9% |
| YTD | +123.0% | -6.0% | +129.0% | +116.4% |
| 1Y | +195.2% | -56.4% | +251.6% | +239.1% |
| 3Y | +336.3% | +306.3% | +30.1% | +147.2% |
| 5Y | +334.5% | +100.5% | +234.0% | +147.9% |
| All | +6,406.4% | +742.5% | +5,663.9% | +1,753.6% |
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