+521.9%
MSTR vs ALLY
+182.4%
+339.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.2% |
| 7D | -14.2% | -2.8% | -11.4% | -12.8% |
| 30D | -19.9% | +1.9% | -21.7% | -20.5% |
| 3M | +27.3% | -12.1% | +39.4% | +36.4% |
| 6M | -37.6% | -9.0% | -28.6% | -34.5% |
| YTD | -19.5% | -12.9% | -6.6% | -13.5% |
| 1Y | -47.1% | -0.1% | -47.0% | -47.3% |
| 3Y | +140.3% | +64.6% | +75.7% | +85.7% |
| 5Y | +49.5% | -10.1% | +59.6% | +52.9% |
| 10Y | +521.9% | +176.7% | +345.2% | +366.3% |
| All | +521.9% | +182.4% | +339.5% | +366.3% |
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