+120.4%
MSTR vs AME
+82.5%
+37.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -3.0% |
| 7D | +12.2% | +0.6% | +11.5% | +11.5% |
| 30D | +45.2% | -6.7% | +51.9% | +55.9% |
| 3M | +10.4% | +4.1% | +6.3% | +3.3% |
| 6M | -2.5% | +1.6% | -4.1% | -6.8% |
| YTD | -6.0% | +16.1% | -22.2% | -25.0% |
| 1Y | -56.4% | +27.3% | -83.7% | -69.7% |
| 3Y | +306.3% | +50.9% | +255.4% | +112.6% |
| All | +120.4% | +82.5% | +37.9% | -20.6% |
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