+304.5%
MSTR vs AFL
+69.3%
+235.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +12.2% | +0.6% | +11.6% | +12.1% |
| 30D | +45.2% | -6.2% | +51.3% | +47.0% |
| 3M | +10.4% | +2.2% | +8.2% | +9.0% |
| 6M | -2.5% | +5.3% | -7.8% | -4.8% |
| YTD | -6.0% | +8.0% | -14.0% | -9.8% |
| 1Y | -56.4% | +10.2% | -66.6% | -58.8% |
| All | +304.5% | +69.3% | +235.2% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling