+536.9%
MSTR vs AAL
-66.1%
+602.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -14.2% | +3.4% | -17.6% | -15.3% |
| 30D | -19.9% | +11.7% | -31.6% | -23.1% |
| 3M | +27.3% | -7.8% | +35.1% | +31.0% |
| 6M | -37.6% | +10.2% | -47.8% | -40.7% |
| YTD | -19.5% | -8.0% | -11.5% | -19.0% |
| 1Y | -47.1% | +8.5% | -55.7% | -50.0% |
| 3Y | +140.3% | +19.5% | +120.8% | +111.4% |
| 5Y | +49.5% | -33.9% | +83.4% | +58.3% |
| All | +536.9% | -66.1% | +602.9% | +613.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 10y: compounded portfolio wealth divided by compounded AAL 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…
10y analysis · Full analysis span regression · 6 months rolling