+301.8%
AMD vs MSTR
+179.7%
+122.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.3% | +11.1% |
| 7D | -11.0% | -1.2% | -9.8% | -10.5% |
| 30D | -30.5% | -15.9% | -14.5% | -27.7% |
| 3M | -8.2% | +33.1% | -41.3% | -14.1% |
| 6M | +6.6% | -31.0% | +37.5% | +12.8% |
| YTD | +109.7% | -15.1% | +124.8% | +109.2% |
| 1Y | +88.9% | -45.6% | +134.6% | +104.1% |
| 3Y | +301.8% | +180.5% | +121.3% | +306.2% |
| All | +301.8% | +179.7% | +122.2% | +306.2% |
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