+570.4%
MSTR vs ALK
-41.7%
+612.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -1.2% | +9.0% | -10.3% | -5.3% |
| 30D | -15.9% | -1.6% | -14.3% | -15.6% |
| 3M | +33.1% | -23.2% | +56.3% | +49.4% |
| 6M | -31.0% | -3.9% | -27.1% | -32.4% |
| YTD | -15.1% | -22.6% | +7.4% | -9.0% |
| 1Y | -45.6% | -5.3% | -40.3% | -47.6% |
| 3Y | +180.5% | +18.6% | +161.9% | +136.9% |
| 5Y | +61.7% | -34.4% | +96.1% | +80.6% |
| All | +570.4% | -41.7% | +612.1% | +650.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling