-42.3%
MSTR vs AFL
+18.6%
-60.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +6.0% |
| 7D | -1.8% | +2.9% | -4.7% | +0.7% |
| 30D | -13.3% | +11.5% | -24.8% | -4.6% |
| 3M | +46.0% | +0.6% | +45.3% | +47.9% |
| 6M | -22.4% | +11.7% | -34.1% | -14.3% |
| YTD | -6.2% | +15.4% | -21.6% | +5.2% |
| 1Y | -42.3% | +17.6% | -59.9% | -34.7% |
| All | -42.3% | +18.6% | -60.9% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling