+526.8%
MSTR vs AA
+45.1%
+481.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -2.0% |
| 7D | -10.7% | +1.2% | -12.0% | -11.1% |
| 30D | -21.6% | -5.0% | -16.5% | -20.2% |
| 3M | +24.4% | -22.2% | +46.6% | +35.4% |
| 6M | -35.5% | -36.3% | +0.9% | -25.7% |
| YTD | -20.3% | -24.2% | +3.9% | -16.1% |
| 1Y | -49.3% | +3.9% | -53.2% | -52.8% |
| 3Y | +137.8% | +67.6% | +70.2% | +80.5% |
| 5Y | +48.3% | -8.8% | +57.1% | +37.7% |
| 10Y | +526.8% | +45.0% | +481.8% | +327.8% |
| All | +526.8% | +45.1% | +481.7% | +327.8% |
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