+48.3%
MSTR vs ALHC
-63.9%
+112.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.5% | -9.1% | -4.7% |
| 7D | -10.7% | +3.8% | -14.5% | -11.4% |
| 30D | -21.6% | +1.7% | -23.2% | -21.9% |
| 3M | +24.4% | -44.3% | +68.7% | +37.5% |
| 6M | -35.5% | -57.2% | +21.8% | -27.0% |
| YTD | -20.3% | -61.2% | +40.8% | -9.2% |
| 1Y | -49.3% | -53.2% | +3.9% | -45.2% |
| 3Y | +137.8% | +27.8% | +109.9% | +65.3% |
| 5Y | +48.3% | -65.4% | +113.7% | +18.8% |
| All | +48.3% | -63.9% | +112.2% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling