+5,710.3%
AMD vs MSTR
+570.0%
+5,140.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.3% | -8.0% | -15.1% |
| 7D | -28.6% | -8.7% | -19.9% | -26.7% |
| 30D | -37.7% | -21.4% | -16.3% | -33.9% |
| 3M | -16.1% | +31.4% | -47.6% | -22.4% |
| 6M | +13.8% | -30.8% | +44.7% | +21.1% |
| YTD | +88.8% | -14.9% | +103.7% | +87.4% |
| 1Y | +57.8% | -49.3% | +107.1% | +75.9% |
| 3Y | +260.3% | +184.8% | +75.4% | +124.2% |
| 5Y | +196.6% | +62.1% | +134.5% | +77.5% |
| All | +5,710.3% | +570.0% | +5,140.3% | +1,563.5% |
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 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