+495.5%
MSTR vs AMT
+134.2%
+361.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -11.5% | -2.2% | -9.4% | -10.8% |
| 30D | -24.8% | +5.8% | -30.6% | -26.7% |
| 3M | +20.6% | +12.6% | +8.1% | +14.7% |
| 6M | -38.0% | +8.3% | -46.3% | -40.6% |
| YTD | -24.7% | +11.4% | -36.1% | -29.0% |
| 1Y | -49.1% | +7.7% | -56.8% | -51.3% |
| 3Y | +124.7% | +14.8% | +109.9% | +97.2% |
| 5Y | +40.9% | -18.0% | +58.9% | +44.9% |
| All | +495.5% | +134.2% | +361.4% | +406.6% |
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