+1,252.0%
MSTR vs AME
+6,615.0%
-5,363.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.3% |
| 7D | +12.2% | +0.6% | +11.5% | +11.8% |
| 30D | +45.2% | -6.7% | +51.9% | +51.2% |
| 3M | +10.4% | +4.1% | +6.3% | +6.8% |
| 6M | -2.5% | +1.6% | -4.1% | -4.3% |
| YTD | -6.0% | +16.1% | -22.2% | -15.6% |
| 1Y | -56.4% | +27.3% | -83.7% | -63.3% |
| 3Y | +306.3% | +50.9% | +255.4% | +210.5% |
| 5Y | +100.5% | +81.4% | +19.1% | +44.2% |
| 10Y | +741.1% | +417.0% | +324.1% | +219.9% |
| All | +1,252.0% | +6,615.0% | -5,363.0% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling