+526.8%
MSTR vs ALLE
+217.2%
+309.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | -10.7% | +0.1% | -10.8% | -10.7% |
| 30D | -21.6% | +25.9% | -47.5% | -32.3% |
| 3M | +24.4% | +14.9% | +9.5% | +13.6% |
| 6M | -35.5% | +42.1% | -77.6% | -49.3% |
| YTD | -20.3% | +20.4% | -40.7% | -30.9% |
| 1Y | -49.3% | +14.9% | -64.2% | -54.8% |
| 3Y | +137.8% | +90.1% | +47.7% | +51.1% |
| 5Y | +48.3% | +53.0% | -4.7% | +6.9% |
| 10Y | +526.8% | +208.8% | +318.0% | +246.5% |
| All | +526.8% | +217.2% | +309.6% | +246.5% |
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