+273.3%
MSTR vs ARM
+197.2%
+76.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.1% | +3.8% | -4.3% |
| 7D | -8.7% | -27.1% | +18.4% | +2.7% |
| 30D | -21.4% | -44.9% | +23.5% | -2.0% |
| 3M | +31.4% | -39.3% | +70.7% | +56.2% |
| 6M | -30.8% | -20.2% | -10.7% | -31.2% |
| YTD | -14.9% | +52.5% | -67.4% | -37.1% |
| 1Y | -49.3% | +4.1% | -53.4% | -56.1% |
| 3Y | +184.8% | +211.7% | -26.9% | +45.9% |
| All | +273.3% | +197.2% | +76.1% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling