+570.4%
MSTR vs ALLY
+189.4%
+381.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.6% |
| 7D | -1.2% | +0.9% | -2.1% | -1.7% |
| 30D | -15.9% | +3.1% | -19.0% | -17.1% |
| 3M | +33.1% | -12.6% | +45.7% | +42.9% |
| 6M | -31.0% | -12.4% | -18.6% | -26.2% |
| YTD | -15.1% | -13.2% | -2.0% | -8.7% |
| 1Y | -45.6% | +1.8% | -47.5% | -46.4% |
| 3Y | +180.5% | +58.0% | +122.5% | +121.1% |
| 5Y | +61.7% | -8.4% | +70.1% | +64.4% |
| All | +570.4% | +189.4% | +381.1% | +389.0% |
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