+78.9%
MSTR vs ALHC
-61.4%
+140.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -2.1% |
| 7D | -13.4% | +0.3% | -13.7% | -13.5% |
| 30D | -22.1% | -10.6% | -11.5% | -20.4% |
| 3M | +15.0% | -45.3% | +60.3% | +27.1% |
| 6M | -37.3% | -59.7% | +22.4% | -28.4% |
| YTD | -26.5% | -62.7% | +36.2% | -16.0% |
| 1Y | -46.5% | -56.1% | +9.6% | -41.4% |
| 3Y | +121.1% | +21.3% | +99.8% | +62.4% |
| 5Y | +37.5% | -66.0% | +103.5% | +22.6% |
| All | +78.9% | -61.4% | +140.2% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling