+40.4%
MSTR vs AME
+77.7%
-37.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.9% |
| 7D | -13.4% | +5.9% | -19.3% | -18.9% |
| 30D | -22.1% | -1.9% | -20.2% | -20.8% |
| 3M | +15.0% | -5.4% | +20.3% | +21.3% |
| 6M | -37.3% | +4.9% | -42.2% | -42.1% |
| YTD | -26.5% | +18.5% | -45.0% | -42.9% |
| 1Y | -46.5% | +25.5% | -71.9% | -61.7% |
| 3Y | +121.1% | +63.0% | +58.1% | +1.4% |
| All | +40.4% | +77.7% | -37.3% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling