+570.4%
MSTR vs ALM
+2,022.9%
-1,452.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -1.2% | -6.7% | +5.5% | -0.6% |
| 30D | -15.9% | -32.9% | +17.0% | -12.9% |
| 3M | +33.1% | -39.5% | +72.6% | +39.0% |
| 6M | -31.0% | -62.0% | +31.0% | -25.8% |
| YTD | -15.1% | -7.8% | -7.3% | -14.1% |
| 1Y | -45.6% | +26.7% | -72.3% | -46.1% |
| 3Y | +180.5% | +825.4% | -644.8% | +145.2% |
| 5Y | +61.7% | +401.2% | -339.6% | +43.0% |
| All | +570.4% | +2,022.9% | -1,452.4% | +473.1% |
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