+1,032.3%
MSTR vs ALLE
+260.9%
+771.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | +12.2% | -0.2% | +12.4% | +12.3% |
| 30D | +45.2% | -6.8% | +52.0% | +51.6% |
| 3M | +10.4% | +21.0% | -10.7% | -3.5% |
| 6M | -2.5% | +1.1% | -3.6% | -4.8% |
| YTD | -6.0% | -0.5% | -5.5% | -7.8% |
| 1Y | -56.4% | -7.3% | -49.2% | -55.3% |
| 3Y | +306.3% | +42.3% | +264.0% | +213.2% |
| 5Y | +100.5% | +13.5% | +87.0% | +74.9% |
| 10Y | +741.1% | +144.0% | +597.0% | +380.6% |
| All | +1,032.3% | +260.9% | +771.4% | +430.5% |
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 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