+49.9%
MSTR vs ALLE
+49.9%
0.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | -1.2% | -0.6% | -0.6% | -0.6% |
| 30D | -15.9% | +25.3% | -41.3% | -31.1% |
| 3M | +33.1% | +10.3% | +22.8% | +21.7% |
| 6M | -31.0% | +38.0% | -69.0% | -49.6% |
| YTD | -15.1% | +17.8% | -32.9% | -29.0% |
| 1Y | -45.6% | +13.6% | -59.2% | -53.0% |
| 3Y | +180.5% | +89.2% | +91.3% | +31.0% |
| All | +49.9% | +49.9% | 0.0% | -21.2% |
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