+153.1%
MSTR vs AHR
+360.2%
-207.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.3% |
| 7D | -11.2% | -3.0% | -8.2% | -10.1% |
| 30D | +33.8% | +2.6% | +31.2% | +32.3% |
| 3M | +11.5% | +16.0% | -4.6% | +3.9% |
| 6M | -7.2% | +3.1% | -10.2% | -8.9% |
| YTD | -15.4% | +16.0% | -31.4% | -23.0% |
| 1Y | -60.6% | +28.0% | -88.6% | -66.5% |
| All | +153.1% | +360.2% | -207.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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