+890.8%
MSTR vs ALC
+24.0%
+866.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.1% |
| 7D | +12.2% | -2.1% | +14.3% | +13.6% |
| 30D | +45.2% | -0.1% | +45.3% | +44.7% |
| 3M | +10.4% | +5.9% | +4.5% | +5.0% |
| 6M | -2.5% | -15.9% | +13.4% | +7.0% |
| YTD | -6.0% | -10.1% | +4.1% | -1.4% |
| 1Y | -56.4% | -10.2% | -46.2% | -54.6% |
| 3Y | +306.3% | -13.6% | +319.8% | +322.4% |
| 5Y | +100.5% | -15.1% | +115.6% | +109.3% |
| All | +890.8% | +24.0% | +866.8% | +756.3% |
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 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