+40.4%
MSTR vs ALLE
+51.6%
-11.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -3.2% |
| 7D | -13.4% | +3.6% | -17.0% | -15.9% |
| 30D | -22.1% | +25.9% | -48.0% | -36.3% |
| 3M | +15.0% | +15.8% | -0.8% | +0.9% |
| 6M | -37.3% | +48.1% | -85.4% | -57.0% |
| YTD | -26.5% | +22.0% | -48.5% | -40.3% |
| 1Y | -46.5% | +18.0% | -64.5% | -55.3% |
| 3Y | +121.1% | +93.1% | +28.0% | +1.9% |
| All | +40.4% | +51.6% | -11.2% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling