-2.5%
MSTR vs AFL
+5.6%
-8.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -2.0% |
| 7D | +12.2% | +0.6% | +11.6% | +12.6% |
| 30D | +45.2% | -6.2% | +51.3% | +41.3% |
| 3M | +10.4% | +2.2% | +8.2% | +9.2% |
| 6M | -2.5% | +5.3% | -7.8% | -6.7% |
| All | -2.5% | +5.6% | -8.1% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling