+113.8%
MSTR vs AMCR
-9.8%
+123.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.0% |
| 7D | +9.3% | -1.8% | +11.2% | +10.6% |
| 30D | +36.5% | -6.0% | +42.5% | +42.8% |
| 3M | +7.3% | +18.9% | -11.6% | -7.8% |
| 6M | +2.2% | +5.7% | -3.4% | -4.2% |
| YTD | -10.2% | +11.1% | -21.2% | -20.2% |
| 1Y | -58.6% | +12.7% | -71.3% | -64.0% |
| 3Y | +283.2% | +9.6% | +273.6% | +215.9% |
| 5Y | +113.8% | -10.3% | +124.1% | +159.8% |
| All | +113.8% | -9.8% | +123.6% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling