+983.2%
MSTR vs AA
+46.6%
+936.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.0% |
| 7D | -11.5% | +5.3% | -16.8% | -13.1% |
| 30D | -24.8% | -2.3% | -22.6% | -24.3% |
| 3M | +20.6% | -20.8% | +41.5% | +29.9% |
| 6M | -38.0% | -39.8% | +1.9% | -28.0% |
| YTD | -24.7% | -23.3% | -1.4% | -21.1% |
| 1Y | -49.1% | +1.8% | -50.9% | -51.5% |
| 3Y | +124.7% | +69.5% | +55.2% | +75.7% |
| 5Y | +40.9% | -18.0% | +58.9% | +36.6% |
| 10Y | +481.5% | +45.7% | +435.8% | +298.3% |
| All | +983.2% | +46.6% | +936.6% | +383.5% |
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