+62.1%
MSTR vs ALK
-33.9%
+96.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.0% | -7.2% |
| 7D | -8.7% | +7.1% | -15.8% | -13.0% |
| 30D | -21.4% | -3.0% | -18.4% | -20.3% |
| 3M | +31.4% | -25.6% | +57.1% | +57.8% |
| 6M | -30.8% | +0.5% | -31.3% | -36.1% |
| YTD | -14.9% | -23.1% | +8.2% | -6.9% |
| 1Y | -49.3% | -7.5% | -41.7% | -52.6% |
| 3Y | +184.8% | +15.3% | +169.5% | +78.8% |
| 5Y | +62.1% | -34.8% | +96.9% | +69.6% |
| All | +62.1% | -33.9% | +96.0% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling