+1,349.4%
MSTR vs ALM
+3,431.9%
-2,082.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.6% | +0.3% | -9.2% |
| 7D | -8.7% | -14.5% | +5.8% | -8.6% |
| 30D | -21.4% | -39.0% | +17.6% | -21.2% |
| 3M | +31.4% | -40.3% | +71.7% | +31.8% |
| 6M | -30.8% | -60.3% | +29.5% | -30.5% |
| YTD | -14.9% | -9.8% | -5.1% | -14.8% |
| 1Y | -49.3% | +30.8% | -80.1% | -49.3% |
| 3Y | +184.8% | +772.4% | -587.6% | +183.6% |
| 5Y | +62.1% | +390.7% | -328.6% | +61.5% |
| 10Y | +580.0% | +2,028.5% | -1,448.6% | +578.0% |
| All | +1,349.4% | +3,431.9% | -2,082.5% | +1,355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling