+120.4%
MSTR vs ALHC
-33.5%
+153.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -0.6% | +12.8% | +12.2% |
| 30D | +45.2% | -1.0% | +46.2% | +45.0% |
| 3M | +10.4% | -10.2% | +20.5% | +9.5% |
| 6M | -2.5% | -28.3% | +25.8% | -0.3% |
| YTD | -6.0% | -31.4% | +25.4% | -3.2% |
| 1Y | -56.4% | -16.9% | -39.5% | -57.4% |
| 3Y | +306.3% | +135.5% | +170.8% | +154.4% |
| All | +120.4% | -33.5% | +153.9% | +49.5% |
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 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