+181.3%
MSTR vs ALLY
+57.0%
+124.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -7.9% | -8.4% |
| 7D | -8.7% | -1.1% | -7.6% | -7.8% |
| 30D | -21.4% | +4.2% | -25.6% | -23.4% |
| 3M | +31.4% | -12.4% | +43.8% | +43.7% |
| 6M | -30.8% | -8.7% | -22.1% | -26.9% |
| YTD | -14.9% | -11.6% | -3.3% | -8.0% |
| 1Y | -49.3% | +0.2% | -49.5% | -49.8% |
| All | +181.3% | +57.0% | +124.3% | +133.6% |
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