-42.3%
MSTR vs ARM
+18.4%
-60.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.3% | +10.4% | +6.7% |
| 7D | -1.8% | -18.7% | +16.9% | +4.6% |
| 30D | -13.3% | -36.7% | +23.4% | -0.5% |
| 3M | +46.0% | -31.6% | +77.6% | +62.0% |
| 6M | -22.4% | -5.6% | -16.8% | -28.5% |
| YTD | -6.2% | +75.5% | -81.7% | -41.6% |
| 1Y | -42.3% | +19.3% | -61.6% | -52.9% |
| All | -42.3% | +18.4% | -60.7% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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