+536.9%
MSTR vs AMT
+134.7%
+402.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -14.2% | -2.4% | -11.8% | -13.4% |
| 30D | -19.9% | +4.2% | -24.1% | -21.4% |
| 3M | +27.3% | +13.4% | +13.9% | +20.7% |
| 6M | -37.6% | +9.4% | -46.9% | -40.5% |
| YTD | -19.5% | +11.7% | -31.2% | -24.2% |
| 1Y | -47.1% | +7.1% | -54.3% | -49.3% |
| 3Y | +140.3% | +15.1% | +125.2% | +110.7% |
| 5Y | +49.5% | -17.9% | +67.4% | +53.6% |
| All | +536.9% | +134.7% | +402.1% | +441.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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