+1,033.4%
MSTR vs ALLY
+124.8%
+908.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +12.2% | +3.7% | +8.5% | +10.3% |
| 30D | +45.2% | -2.3% | +47.4% | +46.7% |
| 3M | +10.4% | +3.8% | +6.6% | +8.0% |
| 6M | -2.5% | +9.7% | -12.2% | -7.0% |
| 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% | +212.7% |
| 5Y | +100.5% | +1.2% | +99.3% | +93.7% |
| 10Y | +741.1% | +191.4% | +549.7% | +444.5% |
| All | +1,033.4% | +124.8% | +908.6% | +722.9% |
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