+554.5%
MSTR vs ALM
+2,221.4%
-1,666.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.1% | -10.7% | -3.3% |
| 7D | -4.0% | +0.7% | -4.7% | -4.0% |
| 30D | -18.6% | -26.1% | +7.4% | -16.5% |
| 3M | +25.6% | -38.1% | +63.7% | +30.7% |
| 6M | -33.1% | -55.4% | +22.4% | -29.0% |
| YTD | -17.3% | -0.4% | -17.0% | -17.0% |
| 1Y | -48.1% | +25.4% | -73.4% | -48.7% |
| 3Y | +154.2% | +907.8% | -753.6% | +120.5% |
| 5Y | +46.2% | +440.2% | -394.0% | +28.4% |
| 10Y | +554.5% | +2,031.1% | -1,476.6% | +457.6% |
| All | +554.5% | +2,221.4% | -1,666.9% | +457.6% |
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