+308.9%
MSTR vs ALLY
+63.1%
+245.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +12.2% | +3.7% | +8.5% | +9.8% |
| 30D | +45.2% | -2.3% | +47.4% | +47.1% |
| 3M | +10.4% | +3.8% | +6.6% | +7.1% |
| 6M | -2.5% | +9.7% | -12.2% | -8.5% |
| YTD | -6.0% | -1.4% | -4.6% | -5.8% |
| 1Y | -56.4% | +8.2% | -64.6% | -59.0% |
| All | +308.9% | +63.1% | +245.8% | +242.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling