+521.9%
MSTR vs AME
+437.3%
+84.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.6% |
| 7D | -14.2% | +1.1% | -15.3% | -14.9% |
| 30D | -19.9% | -4.1% | -15.8% | -17.4% |
| 3M | +27.3% | -6.3% | +33.7% | +33.4% |
| 6M | -37.6% | +3.5% | -41.1% | -39.9% |
| YTD | -19.5% | +17.3% | -36.8% | -30.3% |
| 1Y | -47.1% | +22.0% | -69.1% | -55.8% |
| 3Y | +140.3% | +62.0% | +78.3% | +60.8% |
| 5Y | +49.5% | +78.5% | -29.0% | -4.5% |
| 10Y | +521.9% | +441.6% | +80.2% | +164.4% |
| All | +521.9% | +437.3% | +84.5% | +164.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling