+481.0%
MSTR vs AFL
+339.8%
+141.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -13.4% | +2.9% | -16.3% | -14.4% |
| 30D | -22.1% | +8.0% | -30.0% | -24.6% |
| 3M | +15.0% | +5.9% | +9.0% | +11.6% |
| 6M | -37.3% | +11.6% | -48.9% | -40.8% |
| YTD | -26.5% | +17.5% | -44.1% | -32.7% |
| 1Y | -46.5% | +13.3% | -59.8% | -50.2% |
| 3Y | +121.1% | +67.0% | +54.1% | +69.9% |
| 5Y | +37.5% | +150.6% | -113.1% | -10.8% |
| All | +481.0% | +339.8% | +141.2% | +240.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling