+481.0%
MSTR vs ALLE
+211.7%
+269.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -3.0% |
| 7D | -13.4% | +3.6% | -17.0% | -15.3% |
| 30D | -22.1% | +25.9% | -48.0% | -32.8% |
| 3M | +15.0% | +15.8% | -0.8% | +4.5% |
| 6M | -37.3% | +48.1% | -85.4% | -52.0% |
| YTD | -26.5% | +22.0% | -48.5% | -36.7% |
| 1Y | -46.5% | +18.0% | -64.5% | -53.1% |
| 3Y | +121.1% | +93.1% | +28.0% | +39.2% |
| 5Y | +37.5% | +52.1% | -14.6% | -0.9% |
| All | +481.0% | +211.7% | +269.4% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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