+481.0%
MSTR vs AMC
-98.8%
+579.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.3% |
| 7D | -13.4% | +3.5% | -16.9% | -13.7% |
| 30D | -22.1% | +12.5% | -34.5% | -22.7% |
| 3M | +15.0% | +23.6% | -8.6% | +13.3% |
| 6M | -37.3% | +144.4% | -181.7% | -41.6% |
| YTD | -26.5% | +108.3% | -134.9% | -31.0% |
| 1Y | -46.5% | +38.9% | -85.4% | -48.5% |
| 3Y | +121.1% | -58.9% | +179.9% | +122.0% |
| 5Y | +37.5% | -99.2% | +136.7% | +55.8% |
| All | +481.0% | -98.8% | +579.8% | +544.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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