+101.3%
MSTR vs ALHC
-61.8%
+163.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -4.0% | +3.9% | -7.8% | -4.5% |
| 30D | -18.6% | -3.6% | -15.0% | -18.1% |
| 3M | +25.6% | -49.4% | +75.0% | +41.0% |
| 6M | -33.1% | -59.5% | +26.4% | -23.8% |
| YTD | -17.3% | -63.2% | +45.8% | -5.2% |
| 1Y | -48.1% | -55.5% | +7.4% | -43.4% |
| 3Y | +154.2% | +23.0% | +131.2% | +85.5% |
| 5Y | +46.2% | -65.7% | +111.9% | +30.3% |
| All | +101.3% | -61.8% | +163.1% | +53.4% |
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