+797.1%
MSTR vs ALC
+34.7%
+762.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.3% | -8.7% |
| 7D | -8.7% | +7.6% | -16.3% | -12.7% |
| 30D | -21.4% | +21.1% | -42.6% | -30.3% |
| 3M | +31.4% | +8.5% | +23.0% | +24.2% |
| 6M | -30.8% | +2.8% | -33.6% | -33.6% |
| YTD | -14.9% | -2.4% | -12.5% | -15.4% |
| 1Y | -49.3% | +3.5% | -52.8% | -51.8% |
| 3Y | +184.8% | +4.2% | +180.7% | +160.7% |
| 5Y | +62.1% | -9.0% | +71.1% | +61.3% |
| All | +797.1% | +34.7% | +762.5% | +635.2% |
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 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