+481.0%
MSTR vs ALLY
+174.3%
+306.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.9% |
| 7D | -13.4% | +0.4% | -13.8% | -13.6% |
| 30D | -22.1% | +5.2% | -27.3% | -24.0% |
| 3M | +15.0% | -13.3% | +28.3% | +24.0% |
| 6M | -37.3% | -6.7% | -30.6% | -35.1% |
| YTD | -26.5% | -12.8% | -13.7% | -21.1% |
| 1Y | -46.5% | +0.7% | -47.2% | -46.9% |
| 3Y | +121.1% | +65.2% | +55.9% | +70.4% |
| 5Y | +37.5% | -10.1% | +47.7% | +40.7% |
| All | +481.0% | +174.3% | +306.7% | +324.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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