-42.3%
MSTR vs AME
+21.1%
-63.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.6% | +9.7% | +6.7% |
| 7D | -1.8% | -4.4% | +2.6% | -0.2% |
| 30D | -13.3% | -5.9% | -7.4% | -11.4% |
| 3M | +46.0% | -6.5% | +52.5% | +48.7% |
| 6M | -22.4% | +3.2% | -25.6% | -23.2% |
| YTD | -6.2% | +16.0% | -22.2% | -8.9% |
| 1Y | -42.3% | +20.4% | -62.7% | -43.9% |
| All | -42.3% | +21.1% | -63.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling