+570.4%
MSTR vs AME
+442.8%
+127.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -2.2% |
| 7D | -1.2% | -5.2% | +4.0% | +2.7% |
| 30D | -15.9% | -8.0% | -7.9% | -10.4% |
| 3M | +33.1% | -8.9% | +42.0% | +42.6% |
| 6M | -31.0% | -5.0% | -26.0% | -28.9% |
| YTD | -15.1% | +11.9% | -27.0% | -23.7% |
| 1Y | -45.6% | +16.6% | -62.3% | -52.9% |
| 3Y | +180.5% | +62.5% | +118.0% | +87.8% |
| 5Y | +61.7% | +67.6% | -5.9% | +8.2% |
| All | +570.4% | +442.8% | +127.6% | +199.8% |
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