-47.1%
MSTR vs ALK
-3.2%
-43.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -14.2% | +2.6% | -16.7% | -14.8% |
| 30D | -19.9% | +7.8% | -27.7% | -21.7% |
| 3M | +27.3% | -15.2% | +42.6% | +33.0% |
| 6M | -37.6% | +5.0% | -42.6% | -41.0% |
| YTD | -19.5% | -18.4% | -1.1% | -14.2% |
| 1Y | -47.1% | -2.4% | -44.7% | -46.6% |
| All | -47.1% | -3.2% | -43.9% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling