+794.5%
MSTR vs ALC
+31.8%
+762.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.0% |
| 7D | -1.2% | +4.9% | -6.1% | -4.1% |
| 30D | -15.9% | +19.0% | -34.9% | -24.6% |
| 3M | +33.1% | +7.8% | +25.4% | +26.3% |
| 6M | -31.0% | +14.6% | -45.6% | -37.8% |
| YTD | -15.1% | -4.4% | -10.7% | -14.5% |
| 1Y | -45.6% | +1.4% | -47.0% | -47.7% |
| 3Y | +180.5% | +2.5% | +178.0% | +159.1% |
| 5Y | +61.7% | -10.9% | +72.6% | +62.9% |
| All | +794.5% | +31.8% | +762.7% | +642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling