+554.5%
MSTR vs AA
+64.5%
+490.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -4.7% |
| 7D | -4.0% | +4.8% | -8.8% | -5.6% |
| 30D | -18.6% | -0.6% | -18.0% | -18.5% |
| 3M | +25.6% | -16.3% | +41.8% | +33.0% |
| 6M | -33.1% | -33.4% | +0.4% | -24.2% |
| YTD | -17.3% | -20.7% | +3.3% | -14.4% |
| 1Y | -48.1% | +12.9% | -61.0% | -53.1% |
| 3Y | +154.2% | +75.7% | +78.5% | +89.7% |
| 5Y | +46.2% | -6.8% | +53.0% | +34.3% |
| 10Y | +554.5% | +53.6% | +500.9% | +337.7% |
| All | +554.5% | +64.5% | +490.1% | +337.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling