+688.7%
MSTR vs AMCR
+100.3%
+588.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -13.4% | -2.4% | -11.0% | -12.6% |
| 30D | -22.1% | +3.6% | -25.7% | -23.1% |
| 3M | +15.0% | -4.2% | +19.2% | +16.6% |
| 6M | -37.3% | +15.5% | -52.8% | -41.2% |
| YTD | -26.5% | +9.7% | -36.3% | -29.9% |
| 1Y | -46.5% | +8.3% | -54.8% | -48.7% |
| 3Y | +121.1% | +15.4% | +105.7% | +106.1% |
| 5Y | +37.5% | -9.1% | +46.6% | +42.6% |
| 10Y | +467.3% | +18.6% | +448.7% | +434.3% |
| All | +688.7% | +100.3% | +588.4% | +618.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling