+740.0%
MSTR vs ALC
+30.3%
+709.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.7% |
| 7D | -10.7% | +2.3% | -13.1% | -11.9% |
| 30D | -21.6% | +15.5% | -37.1% | -28.4% |
| 3M | +24.4% | +0.6% | +23.8% | +23.2% |
| 6M | -35.5% | +18.4% | -53.8% | -43.0% |
| YTD | -20.3% | -5.6% | -14.8% | -19.2% |
| 1Y | -49.3% | 0.0% | -49.4% | -50.8% |
| 3Y | +137.8% | +2.8% | +135.0% | +119.0% |
| 5Y | +48.3% | -8.8% | +57.1% | +48.4% |
| All | +740.0% | +30.3% | +709.7% | +602.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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