+1,321.6%
MSTR vs AR
-27.2%
+1,348.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +12.2% | +2.5% | +9.7% | +11.7% |
| 30D | +45.2% | +14.8% | +30.4% | +41.7% |
| 3M | +10.4% | +6.2% | +4.2% | +8.8% |
| 6M | -2.5% | +4.3% | -6.8% | -4.0% |
| YTD | -6.0% | +14.4% | -20.4% | -8.9% |
| 1Y | -56.4% | +21.3% | -77.7% | -58.2% |
| 3Y | +306.3% | +39.8% | +266.5% | +279.7% |
| 5Y | +100.5% | +142.1% | -41.6% | +78.4% |
| 10Y | +741.1% | +52.0% | +689.0% | +684.7% |
| All | +1,321.6% | -27.2% | +1,348.8% | +1,402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling