+1,252.0%
MSTR vs AA
+80.6%
+1,171.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.7% |
| 7D | +12.2% | -0.7% | +12.9% | +12.4% |
| 30D | +45.2% | +5.0% | +40.2% | +42.7% |
| 3M | +10.4% | -35.8% | +46.2% | +27.0% |
| 6M | -2.5% | -18.4% | +15.9% | +1.4% |
| YTD | -6.0% | -5.5% | -0.5% | -7.7% |
| 1Y | -56.4% | +61.0% | -117.4% | -64.6% |
| 3Y | +306.3% | +66.2% | +240.1% | +217.6% |
| 5Y | +100.5% | +11.4% | +89.1% | +75.6% |
| 10Y | +741.1% | +116.9% | +624.2% | +406.3% |
| All | +1,252.0% | +80.6% | +1,171.3% | +465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling