+2,178.4%
MSTR vs ALNY
+2,605.6%
-427.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.8% | -3.4% |
| 7D | -13.4% | +5.8% | -19.3% | -14.4% |
| 30D | -22.1% | -26.5% | +4.4% | -18.1% |
| 3M | +15.0% | -27.3% | +42.3% | +20.6% |
| 6M | -37.3% | -43.4% | +6.1% | -32.2% |
| YTD | -26.5% | -58.5% | +32.0% | -16.1% |
| 1Y | -46.5% | -63.6% | +17.2% | -37.3% |
| 3Y | +121.1% | 0.0% | +121.1% | +108.8% |
| 5Y | +37.5% | -3.4% | +40.9% | +30.5% |
| 10Y | +467.3% | +254.6% | +212.7% | +308.1% |
| All | +2,178.4% | +2,605.6% | -427.1% | +834.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling