+1,120.6%
MSTR vs AA
+43.3%
+1,077.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.3% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | -15.9% | -6.7% | -9.3% | -14.0% |
| 3M | +33.1% | -16.3% | +49.5% | +40.6% |
| 6M | -31.0% | -37.1% | +6.1% | -21.0% |
| YTD | -15.1% | -25.0% | +9.9% | -10.3% |
| 1Y | -45.6% | +8.6% | -54.2% | -49.5% |
| 3Y | +180.5% | +57.2% | +123.3% | +124.8% |
| 5Y | +61.7% | -13.0% | +74.7% | +54.2% |
| 10Y | +578.0% | +65.5% | +512.5% | +346.4% |
| All | +1,120.6% | +43.3% | +1,077.3% | +449.5% |
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