+727.1%
MSTR vs AAL
-64.8%
+791.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | +12.2% | -3.7% | +15.9% | +13.7% |
| 30D | +45.2% | -20.8% | +66.0% | +57.7% |
| 3M | +10.4% | -1.3% | +11.7% | +9.2% |
| 6M | -2.5% | +5.4% | -7.9% | -6.3% |
| YTD | -6.0% | -14.4% | +8.3% | -3.0% |
| 1Y | -56.4% | +2.1% | -58.5% | -57.9% |
| 3Y | +306.3% | -10.6% | +316.8% | +293.9% |
| 5Y | +100.5% | -32.2% | +132.7% | +113.8% |
| All | +727.1% | -64.8% | +791.9% | +826.9% |
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