+154.2%
MSTR vs AMP
+61.1%
+93.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -6.0% |
| 7D | -4.0% | +3.1% | -7.1% | -6.5% |
| 30D | -18.6% | +3.9% | -22.5% | -21.5% |
| 3M | +25.6% | -5.8% | +31.4% | +31.9% |
| 6M | -33.1% | +12.1% | -45.1% | -40.7% |
| YTD | -17.3% | +7.1% | -24.4% | -23.9% |
| 1Y | -48.1% | +14.2% | -62.3% | -55.5% |
| 3Y | +154.2% | +62.5% | +91.7% | +107.2% |
| All | +154.2% | +61.1% | +93.1% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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