+526.8%
MSTR vs ALM
+2,040.7%
-1,513.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.2% | +3.6% | -3.0% |
| 7D | -10.7% | -6.3% | -4.4% | -10.2% |
| 30D | -21.6% | -31.4% | +9.9% | -18.9% |
| 3M | +24.4% | -40.6% | +65.0% | +30.0% |
| 6M | -35.5% | -58.6% | +23.2% | -31.1% |
| YTD | -20.3% | -7.6% | -12.7% | -19.4% |
| 1Y | -49.3% | +13.8% | -63.2% | -49.5% |
| 3Y | +137.8% | +842.1% | -704.4% | +107.5% |
| 5Y | +48.3% | +407.4% | -359.1% | +31.0% |
| 10Y | +526.8% | +2,079.4% | -1,552.6% | +435.0% |
| All | +526.8% | +2,040.7% | -1,513.9% | +435.0% |
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