+909.0%
MSTR vs AMCR
+100.2%
+808.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +12.2% | -1.9% | +14.0% | +12.8% |
| 30D | +45.2% | -4.1% | +49.3% | +47.4% |
| 3M | +10.4% | +21.7% | -11.3% | +1.7% |
| 6M | -2.5% | +1.5% | -4.0% | -3.8% |
| YTD | -6.0% | +13.1% | -19.1% | -11.3% |
| 1Y | -56.4% | +13.0% | -69.4% | -58.9% |
| 3Y | +306.3% | +6.9% | +299.4% | +289.3% |
| 5Y | +100.5% | -10.5% | +110.9% | +108.8% |
| 10Y | +741.1% | +20.9% | +720.2% | +693.5% |
| All | +909.0% | +100.2% | +808.8% | +820.7% |
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