+126.6%
MSTR vs AME
+63.5%
+63.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.9% |
| 7D | -11.5% | +8.1% | -19.6% | -16.4% |
| 30D | -24.8% | -3.8% | -21.1% | -22.8% |
| 3M | +20.6% | -6.6% | +27.3% | +26.3% |
| 6M | -38.0% | +4.6% | -42.5% | -40.5% |
| YTD | -24.7% | +17.9% | -42.6% | -35.3% |
| 1Y | -49.1% | +23.2% | -72.3% | -58.0% |
| All | +126.6% | +63.5% | +63.1% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling