+736.9%
MSTR vs ALLY
+191.1%
+545.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +12.2% | +3.7% | +8.5% | +10.2% |
| 30D | +45.2% | -2.3% | +47.4% | +46.8% |
| 3M | +10.4% | +3.8% | +6.6% | +7.8% |
| 6M | -2.5% | +9.7% | -12.2% | -7.2% |
| YTD | -6.0% | -1.4% | -4.6% | -5.5% |
| 1Y | -56.4% | +8.2% | -64.6% | -58.4% |
| 3Y | +306.3% | +66.5% | +239.8% | +208.9% |
| 5Y | +100.5% | +1.2% | +99.3% | +92.4% |
| All | +736.9% | +191.1% | +545.8% | +482.3% |
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