+983.2%
MSTR vs AFL
+2,631.1%
-1,647.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.3% |
| 7D | -11.5% | +0.2% | -11.7% | -11.6% |
| 30D | -24.8% | +8.6% | -33.5% | -26.9% |
| 3M | +20.6% | +5.3% | +15.3% | +18.2% |
| 6M | -38.0% | +10.0% | -48.0% | -40.2% |
| YTD | -24.7% | +16.5% | -41.2% | -29.1% |
| 1Y | -49.1% | +12.7% | -61.8% | -51.6% |
| 3Y | +124.7% | +65.5% | +59.2% | +87.7% |
| 5Y | +40.9% | +148.5% | -107.5% | +5.2% |
| 10Y | +481.5% | +339.2% | +142.3% | +254.1% |
| All | +983.2% | +2,631.1% | -1,647.9% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling