+481.0%
MSTR vs ALM
+2,100.8%
-1,619.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.7% | -10.2% | -3.1% |
| 7D | -13.4% | +1.2% | -14.7% | -13.6% |
| 30D | -22.1% | -19.3% | -2.7% | -20.6% |
| 3M | +15.0% | -40.6% | +55.6% | +20.2% |
| 6M | -37.3% | -57.9% | +20.6% | -33.1% |
| YTD | -26.5% | -6.7% | -19.8% | -25.8% |
| 1Y | -46.5% | +20.2% | -66.7% | -46.9% |
| 3Y | +121.1% | +879.4% | -758.4% | +92.5% |
| 5Y | +37.5% | +415.3% | -377.8% | +21.3% |
| All | +481.0% | +2,100.8% | -1,619.8% | +395.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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