-46.5%
MSTR vs AR
+11.3%
-57.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -13.4% | +7.4% | -20.8% | -12.8% |
| 30D | -22.1% | +5.8% | -27.8% | -21.8% |
| 3M | +15.0% | +5.2% | +9.7% | +15.5% |
| 6M | -37.3% | +5.4% | -42.7% | -36.6% |
| YTD | -26.5% | +12.4% | -39.0% | -29.7% |
| 1Y | -46.5% | +12.8% | -59.3% | -48.9% |
| All | -46.5% | +11.3% | -57.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling