+142.3%
MSTR vs AA
+73.1%
+69.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | 0.0% |
| 7D | -14.2% | +1.1% | -15.3% | -14.6% |
| 30D | -19.9% | -1.3% | -18.6% | -19.5% |
| 3M | +27.3% | -23.9% | +51.2% | +41.9% |
| 6M | -37.6% | -36.8% | -0.8% | -26.4% |
| YTD | -19.5% | -22.2% | +2.7% | -17.5% |
| 1Y | -47.1% | +10.4% | -57.5% | -55.1% |
| All | +142.3% | +73.1% | +69.3% | +71.9% |
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