+674.4%
MSTR vs ALC
+30.4%
+644.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -4.4% |
| 7D | -13.4% | -1.1% | -12.3% | -12.9% |
| 30D | -22.1% | +16.0% | -38.1% | -29.0% |
| 3M | +15.0% | +0.8% | +14.1% | +13.6% |
| 6M | -37.3% | +16.8% | -54.1% | -44.2% |
| YTD | -26.5% | -5.5% | -21.1% | -25.6% |
| 1Y | -46.5% | -5.3% | -41.2% | -46.1% |
| 3Y | +121.1% | +4.1% | +117.0% | +101.7% |
| 5Y | +37.5% | -7.1% | +44.6% | +36.4% |
| All | +674.4% | +30.4% | +644.1% | +546.5% |
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