+1,124.1%
MSTR vs ALK
+224.0%
+900.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.0% | -8.1% |
| 7D | -8.7% | +7.1% | -15.8% | -11.0% |
| 30D | -21.4% | -3.0% | -18.4% | -20.8% |
| 3M | +31.4% | -25.6% | +57.1% | +45.4% |
| 6M | -30.8% | +0.5% | -31.3% | -32.8% |
| YTD | -14.9% | -23.1% | +8.2% | -9.6% |
| 1Y | -49.3% | -7.5% | -41.7% | -49.8% |
| 3Y | +184.8% | +15.3% | +169.5% | +158.1% |
| 5Y | +62.1% | -34.8% | +96.9% | +84.7% |
| 10Y | +580.0% | -41.2% | +621.1% | +615.6% |
| All | +1,124.1% | +224.0% | +900.1% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling