+570.4%
MSTR vs ALLE
+222.4%
+348.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | -1.2% | -0.6% | -0.6% | -0.8% |
| 30D | -15.9% | +25.3% | -41.3% | -27.3% |
| 3M | +33.1% | +10.3% | +22.8% | +24.7% |
| 6M | -31.0% | +38.0% | -69.0% | -44.8% |
| YTD | -15.1% | +17.8% | -32.9% | -25.3% |
| 1Y | -45.6% | +13.6% | -59.2% | -51.1% |
| 3Y | +180.5% | +89.2% | +91.3% | +78.8% |
| 5Y | +61.7% | +51.1% | +10.6% | +17.8% |
| All | +570.4% | +222.4% | +348.0% | +268.8% |
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