+736.9%
MSTR vs ALK
-34.2%
+771.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.1% |
| 7D | +12.2% | -0.7% | +12.8% | +12.4% |
| 30D | +45.2% | -19.2% | +64.4% | +59.5% |
| 3M | +10.4% | -1.5% | +11.9% | +7.9% |
| 6M | -2.5% | -13.1% | +10.6% | -0.1% |
| YTD | -6.0% | -16.4% | +10.4% | -2.6% |
| 1Y | -56.4% | -33.1% | -23.3% | -50.1% |
| 3Y | +306.3% | +0.6% | +305.7% | +270.0% |
| 5Y | +100.5% | -26.4% | +126.9% | +113.9% |
| All | +736.9% | -34.2% | +771.1% | +724.6% |
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