+40.4%
MSTR vs A
+11.8%
+28.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.9% |
| 7D | -13.4% | -0.5% | -13.0% | -13.1% |
| 30D | -22.1% | 0.0% | -22.1% | -21.6% |
| 3M | +15.0% | +16.7% | -1.7% | +2.6% |
| 6M | -37.3% | +54.8% | -92.1% | -57.4% |
| YTD | -26.5% | +28.8% | -55.3% | -41.9% |
| 1Y | -46.5% | +19.3% | -65.8% | -54.9% |
| 3Y | +121.1% | +65.5% | +55.5% | +24.9% |
| All | +40.4% | +11.8% | +28.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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