+154.2%
MSTR vs ALHC
+16.3%
+137.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.6% |
| 7D | -4.0% | +3.9% | -7.8% | -4.0% |
| 30D | -18.6% | -3.6% | -15.0% | -18.4% |
| 3M | +25.6% | -49.4% | +75.0% | +28.1% |
| 6M | -33.1% | -59.5% | +26.4% | -31.1% |
| YTD | -17.3% | -63.2% | +45.8% | -14.9% |
| 1Y | -48.1% | -55.5% | +7.4% | -47.2% |
| 3Y | +154.2% | +23.0% | +131.2% | +179.5% |
| All | +154.2% | +16.3% | +137.9% | +179.5% |
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