+495.5%
MSTR vs ALLE
+208.6%
+287.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.2% |
| 7D | -11.5% | +1.6% | -13.1% | -12.4% |
| 30D | -24.8% | +24.1% | -48.9% | -34.5% |
| 3M | +20.6% | +14.8% | +5.8% | +10.2% |
| 6M | -38.0% | +45.9% | -83.8% | -52.1% |
| YTD | -24.7% | +20.7% | -45.5% | -34.8% |
| 1Y | -49.1% | +14.2% | -63.2% | -54.3% |
| 3Y | +124.7% | +90.7% | +34.0% | +42.6% |
| 5Y | +40.9% | +50.6% | -9.6% | +2.2% |
| All | +495.5% | +208.6% | +287.0% | +228.7% |
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