+181.3%
MSTR vs ALHC
+25.6%
+155.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.2% | -9.0% |
| 7D | -8.7% | -6.2% | -2.5% | -8.5% |
| 30D | -21.4% | -9.7% | -11.7% | -21.2% |
| 3M | +31.4% | -44.7% | +76.2% | +33.7% |
| 6M | -30.8% | -58.7% | +27.9% | -28.9% |
| YTD | -14.9% | -61.7% | +46.8% | -12.5% |
| 1Y | -49.3% | -55.7% | +6.4% | -48.4% |
| All | +181.3% | +25.6% | +155.7% | +202.9% |
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