+40.9%
MSTR vs ALM
+387.9%
-347.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.5% | 0.0% | -5.5% |
| 7D | -11.5% | -4.0% | -7.5% | -11.0% |
| 30D | -24.8% | -30.5% | +5.7% | -20.7% |
| 3M | +20.6% | -46.9% | +67.6% | +31.9% |
| 6M | -38.0% | -65.5% | +27.5% | -29.1% |
| YTD | -24.7% | -13.4% | -11.3% | -22.6% |
| 1Y | -49.1% | +9.8% | -58.8% | -49.0% |
| 3Y | +124.7% | +783.1% | -658.4% | +76.8% |
| 5Y | +40.9% | +378.3% | -337.3% | +16.1% |
| All | +40.9% | +387.9% | -347.0% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling