+122.7%
MSTR vs AMIX
-100.0%
+222.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -8.4% | +2.0% | -6.3% |
| 7D | -11.5% | -10.9% | -0.7% | -11.4% |
| 30D | -24.8% | -55.0% | +30.2% | -23.7% |
| 3M | +20.6% | -82.0% | +102.7% | +24.5% |
| 6M | -38.0% | -80.4% | +42.5% | -38.8% |
| YTD | -24.7% | -88.3% | +63.6% | -23.5% |
| 1Y | -49.1% | -92.4% | +43.3% | -47.5% |
| All | +122.7% | -100.0% | +222.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling