+180.5%
MSTR vs AA
+52.9%
+127.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.5% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | -15.9% | -6.7% | -9.3% | -13.5% |
| 3M | +33.1% | -16.3% | +49.5% | +42.3% |
| 6M | -31.0% | -37.1% | +6.1% | -18.5% |
| YTD | -15.1% | -25.0% | +9.9% | -11.6% |
| 1Y | -45.6% | +8.6% | -54.2% | -53.5% |
| 3Y | +180.5% | +57.2% | +123.3% | +103.2% |
| All | +180.5% | +52.9% | +127.6% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling