+48.3%
MSTR vs AFL
+151.4%
-103.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.2% |
| 7D | -10.7% | +2.1% | -12.8% | -11.8% |
| 30D | -21.6% | +10.6% | -32.1% | -26.1% |
| 3M | +24.4% | +4.4% | +20.0% | +20.6% |
| 6M | -35.5% | +13.1% | -48.6% | -41.0% |
| YTD | -20.3% | +16.6% | -37.0% | -29.7% |
| 1Y | -49.3% | +13.8% | -63.1% | -54.6% |
| 3Y | +137.8% | +65.7% | +72.1% | +48.4% |
| 5Y | +48.3% | +153.1% | -104.8% | -43.6% |
| All | +48.3% | +151.4% | -103.1% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling