+731.6%
MSTR vs ALM
+2,950.3%
-2,218.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +12.2% | -2.6% | +14.8% | +12.4% |
| 30D | +45.2% | +32.0% | +13.2% | +42.0% |
| 3M | +10.4% | -15.0% | +25.4% | +11.2% |
| 6M | -2.5% | -10.1% | +7.6% | -2.6% |
| YTD | -6.0% | +99.4% | -105.5% | -10.7% |
| 1Y | -56.4% | +316.4% | -372.8% | -60.6% |
| 3Y | +306.3% | +2,022.0% | -1,715.7% | +231.3% |
| 5Y | +100.5% | +941.2% | -840.7% | +66.9% |
| All | +731.6% | +2,950.3% | -2,218.7% | +596.2% |
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