-49.3%
MSTR vs ALHC
-52.7%
+3.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.5% | -9.1% | -3.6% |
| 7D | -10.7% | +3.8% | -14.5% | -10.6% |
| 30D | -21.6% | +1.7% | -23.2% | -21.4% |
| 3M | +24.4% | -44.3% | +68.7% | +22.4% |
| 6M | -35.5% | -57.2% | +21.8% | -35.3% |
| YTD | -20.3% | -61.2% | +40.8% | -20.1% |
| 1Y | -49.3% | -53.2% | +3.9% | -48.1% |
| All | -49.3% | -52.7% | +3.4% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling