+50.7%
MSTR vs AA
-14.8%
+65.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -0.2% |
| 7D | -14.2% | +1.1% | -15.3% | -14.7% |
| 30D | -19.9% | -1.3% | -18.6% | -19.5% |
| 3M | +27.3% | -23.9% | +51.2% | +44.1% |
| 6M | -37.6% | -36.8% | -0.8% | -24.7% |
| YTD | -19.5% | -22.2% | +2.7% | -16.3% |
| 1Y | -47.1% | +10.4% | -57.5% | -54.8% |
| 3Y | +140.3% | +72.0% | +68.3% | +48.2% |
| All | +50.7% | -14.8% | +65.6% | +32.6% |
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