+669.5%
MSTR vs AMCR
+16.8%
+652.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.4% |
| 7D | +7.7% | -6.3% | +14.0% | +11.2% |
| 30D | +36.3% | -7.1% | +43.5% | +41.3% |
| 3M | +13.4% | +12.7% | +0.7% | +6.0% |
| 6M | -4.5% | +5.2% | -9.6% | -8.1% |
| YTD | -12.7% | +8.1% | -20.7% | -17.4% |
| 1Y | -59.6% | +11.7% | -71.3% | -62.6% |
| 3Y | +272.5% | +9.9% | +262.5% | +244.0% |
| 5Y | +107.1% | -8.7% | +115.8% | +118.3% |
| All | +669.5% | +16.8% | +652.7% | +587.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling