+659.5%
MSTR vs ALNY
+260.0%
+399.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -8.3% | -6.5% | -1.7% | -6.9% |
| 30D | +38.1% | +11.0% | +27.1% | +34.8% |
| 3M | +9.0% | -14.1% | +23.1% | +10.3% |
| 6M | -5.3% | -22.4% | +17.1% | -2.3% |
| YTD | -13.8% | -37.5% | +23.7% | -6.9% |
| 1Y | -59.8% | -46.9% | -12.9% | -55.0% |
| 3Y | +282.2% | +22.1% | +260.1% | +244.8% |
| 5Y | +112.8% | +31.2% | +81.6% | +84.8% |
| All | +659.5% | +260.0% | +399.5% | +490.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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