+570.4%
MSTR vs AMT
+113.8%
+456.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -15.9% | +13.6% | -29.5% | -20.3% |
| 3M | +33.1% | +11.5% | +21.7% | +27.1% |
| 6M | -31.0% | +6.9% | -37.9% | -33.6% |
| YTD | -15.1% | +10.8% | -26.0% | -19.8% |
| 1Y | -45.6% | +10.3% | -56.0% | -48.6% |
| 3Y | +180.5% | +12.4% | +168.1% | +148.9% |
| 5Y | +61.7% | -20.1% | +81.7% | +67.5% |
| All | +570.4% | +113.8% | +456.7% | +504.4% |
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