+308.9%
MSTR vs ALK
+2.1%
+306.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +59.9% |
| 3M | +10.4% | -1.5% | +11.9% | +7.3% |
| 6M | -2.5% | -13.1% | +10.6% | +0.1% |
| YTD | -6.0% | -16.4% | +10.4% | -2.1% |
| 1Y | -56.4% | -33.1% | -23.3% | -48.9% |
| All | +308.9% | +2.1% | +306.8% | +271.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling