+180.5%
MSTR vs ALHC
+21.9%
+158.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -1.2% | +1.0% | -2.2% | -1.2% |
| 30D | -15.9% | -14.2% | -1.8% | -15.6% |
| 3M | +33.1% | -45.1% | +78.3% | +35.5% |
| 6M | -31.0% | -59.5% | +28.5% | -29.0% |
| YTD | -15.1% | -62.8% | +47.7% | -12.7% |
| 1Y | -45.6% | -55.5% | +9.8% | -44.7% |
| 3Y | +180.5% | +25.7% | +154.8% | +202.4% |
| All | +180.5% | +21.9% | +158.6% | +202.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling