+572.4%
MSTR vs AMBA
-6.6%
+578.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -5.5% |
| 7D | -8.7% | -14.6% | +5.9% | -2.6% |
| 30D | -21.4% | -18.8% | -2.6% | -14.3% |
| 3M | +31.4% | -32.6% | +64.0% | +52.4% |
| 6M | -30.8% | -25.8% | -5.0% | -29.1% |
| YTD | -14.9% | -22.1% | +7.2% | -15.8% |
| 1Y | -49.3% | -36.2% | -13.1% | -46.5% |
| 3Y | +184.8% | +10.0% | +174.8% | +119.9% |
| 5Y | +62.1% | -71.6% | +133.7% | +96.6% |
| All | +572.4% | -6.6% | +578.9% | +454.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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