+1,030.2%
MSTR vs ALLE
+344.1%
+686.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.1% |
| 7D | -1.8% | +6.7% | -8.5% | -5.6% |
| 30D | -13.3% | +25.4% | -38.7% | -24.9% |
| 3M | +46.0% | +16.9% | +29.0% | +31.9% |
| 6M | -22.4% | +46.6% | -69.0% | -40.2% |
| YTD | -6.2% | +22.4% | -28.6% | -19.4% |
| 1Y | -42.3% | +17.7% | -60.0% | -49.3% |
| 3Y | +214.0% | +96.3% | +117.7% | +97.7% |
| 5Y | +78.2% | +57.4% | +20.8% | +29.1% |
| 10Y | +649.6% | +241.0% | +408.5% | +249.9% |
| All | +1,030.2% | +344.1% | +686.1% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling