-42.3%
MSTR vs AA
+13.9%
-56.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.5% |
| 7D | -1.8% | +0.9% | -2.7% | -2.0% |
| 30D | -13.3% | -6.4% | -6.9% | -12.2% |
| 3M | +46.0% | -13.0% | +58.9% | +49.5% |
| 6M | -22.4% | -34.6% | +12.2% | -16.9% |
| YTD | -6.2% | -23.0% | +16.8% | -13.1% |
| 1Y | -42.3% | +16.0% | -58.3% | -57.6% |
| All | -42.3% | +13.9% | -56.2% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling