+5,446.4%
AMD vs MSTR
+1,681.7%
+3,764.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | 0.0% |
| 7D | -15.5% | -1.8% | -13.7% | -15.1% |
| 30D | -22.6% | -13.3% | -9.3% | -20.3% |
| 3M | -5.7% | +46.0% | -51.7% | -14.1% |
| 6M | +43.1% | -22.4% | +65.6% | +47.1% |
| YTD | +128.2% | -6.2% | +134.4% | +121.8% |
| 1Y | +95.5% | -42.3% | +137.8% | +109.0% |
| 3Y | +335.4% | +214.0% | +121.4% | +186.0% |
| 5Y | +255.5% | +78.2% | +177.3% | +134.0% |
| 10Y | +7,350.9% | +649.6% | +6,701.3% | +3,186.1% |
| All | +5,446.4% | +1,681.7% | +3,764.7% | +1,160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling