+495.5%
MSTR vs ALLY
+172.1%
+323.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.1% |
| 7D | -11.5% | -2.1% | -9.4% | -10.5% |
| 30D | -24.8% | +2.0% | -26.8% | -25.4% |
| 3M | +20.6% | -13.3% | +34.0% | +30.2% |
| 6M | -38.0% | -9.9% | -28.1% | -34.6% |
| YTD | -24.7% | -13.5% | -11.2% | -18.8% |
| 1Y | -49.1% | -2.8% | -46.3% | -48.5% |
| 3Y | +124.7% | +63.4% | +61.3% | +74.2% |
| 5Y | +40.9% | -10.9% | +51.8% | +44.8% |
| All | +495.5% | +172.1% | +323.5% | +336.7% |
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