+154.2%
MSTR vs ALC
+2.4%
+151.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -4.0% | +2.1% | -6.0% | -4.7% |
| 30D | -18.6% | +17.2% | -35.8% | -23.9% |
| 3M | +25.6% | +4.6% | +20.9% | +22.8% |
| 6M | -33.1% | +20.1% | -53.2% | -39.1% |
| YTD | -17.3% | -4.2% | -13.2% | -15.9% |
| 1Y | -48.1% | +2.1% | -50.2% | -49.2% |
| 3Y | +154.2% | +4.5% | +149.7% | +174.3% |
| All | +154.2% | +2.4% | +151.8% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling