-46.5%
MSTR vs AME
+24.0%
-70.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.6% |
| 7D | -13.4% | +5.9% | -19.3% | -15.3% |
| 30D | -22.1% | -1.9% | -20.2% | -21.4% |
| 3M | +15.0% | -5.4% | +20.3% | +16.4% |
| 6M | -37.3% | +4.9% | -42.2% | -38.1% |
| YTD | -26.5% | +18.5% | -45.0% | -26.6% |
| 1Y | -46.5% | +25.5% | -71.9% | -45.1% |
| All | -46.5% | +24.0% | -70.5% | -45.1% |
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