-49.3%
MSTR vs ALM
+12.3%
-61.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.2% | +3.6% | -1.5% |
| 7D | -10.7% | -6.3% | -4.4% | -9.1% |
| 30D | -21.6% | -31.4% | +9.9% | -13.1% |
| 3M | +24.4% | -40.6% | +65.0% | +42.6% |
| 6M | -35.5% | -58.6% | +23.2% | -20.8% |
| YTD | -20.3% | -7.6% | -12.7% | -17.4% |
| 1Y | -49.3% | +13.8% | -63.2% | -48.4% |
| All | -49.3% | +12.3% | -61.6% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling