+120.4%
MSTR vs AA
+10.5%
+109.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.4% |
| 7D | +12.2% | -0.7% | +12.9% | +12.4% |
| 30D | +45.2% | +5.0% | +40.2% | +41.5% |
| 3M | +10.4% | -35.8% | +46.2% | +34.8% |
| 6M | -2.5% | -18.4% | +15.9% | +2.2% |
| YTD | -6.0% | -5.5% | -0.5% | -10.0% |
| 1Y | -56.4% | +61.0% | -117.4% | -69.0% |
| 3Y | +306.3% | +66.2% | +240.1% | +163.4% |
| All | +120.4% | +10.5% | +109.9% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling