+926.3%
MSTR vs ALLY
+101.5%
+824.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -7.9% | -8.6% |
| 7D | -8.7% | -1.1% | -7.6% | -8.0% |
| 30D | -21.4% | +4.2% | -25.6% | -22.8% |
| 3M | +31.4% | -12.4% | +43.8% | +40.6% |
| 6M | -30.8% | -8.7% | -22.1% | -27.8% |
| YTD | -14.9% | -11.6% | -3.3% | -9.5% |
| 1Y | -49.3% | +0.2% | -49.5% | -49.5% |
| 3Y | +184.8% | +57.1% | +127.7% | +127.6% |
| 5Y | +62.1% | -6.8% | +69.0% | +64.2% |
| 10Y | +580.0% | +200.4% | +379.6% | +345.2% |
| All | +926.3% | +101.5% | +824.8% | +688.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling