+645.5%
MSTR vs AMCR
+16.5%
+629.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -11.2% | -5.0% | -6.3% | -8.9% |
| 30D | +33.8% | -8.0% | +41.8% | +39.4% |
| 3M | +11.5% | +14.3% | -2.8% | +3.4% |
| 6M | -7.2% | +5.3% | -12.5% | -10.7% |
| YTD | -15.4% | +7.7% | -23.1% | -19.9% |
| 1Y | -60.6% | +10.8% | -71.5% | -63.4% |
| 3Y | +260.8% | +9.6% | +251.3% | +233.8% |
| 5Y | +108.8% | -10.2% | +119.0% | +121.3% |
| All | +645.5% | +16.5% | +629.0% | +566.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMCR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling