+1,271.5%
MSTR vs ALM
+3,525.2%
-2,253.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.1% |
| 7D | -14.2% | -7.2% | -7.0% | -14.1% |
| 30D | -19.9% | -26.4% | +6.5% | -19.7% |
| 3M | +27.3% | -38.6% | +65.9% | +27.7% |
| 6M | -37.6% | -61.0% | +23.4% | -37.3% |
| YTD | -19.5% | -7.4% | -12.1% | -19.4% |
| 1Y | -47.1% | +14.0% | -61.1% | -47.1% |
| 3Y | +140.3% | +844.4% | -704.2% | +139.2% |
| 5Y | +49.5% | +410.8% | -361.3% | +48.9% |
| 10Y | +521.9% | +2,084.7% | -1,562.9% | +520.0% |
| All | +1,271.5% | +3,525.2% | -2,253.7% | +1,276.8% |
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