-49.1%
MSTR vs ALC
-11.3%
-37.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.3% |
| 7D | -11.5% | -6.2% | -5.3% | -10.3% |
| 30D | -24.8% | +14.0% | -38.8% | -26.8% |
| 3M | +20.6% | -2.4% | +23.0% | +21.0% |
| 6M | -38.0% | +12.6% | -50.6% | -40.5% |
| YTD | -24.7% | -8.4% | -16.3% | -21.0% |
| 1Y | -49.1% | -9.1% | -39.9% | -46.5% |
| All | -49.1% | -11.3% | -37.8% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling