-49.3%
MSTR vs ARM
+5.0%
-54.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.1% | +3.8% | -5.1% |
| 7D | -8.7% | -27.1% | +18.4% | +0.8% |
| 30D | -21.4% | -44.9% | +23.5% | -5.7% |
| 3M | +31.4% | -39.3% | +70.7% | +51.7% |
| 6M | -30.8% | -20.2% | -10.7% | -32.5% |
| YTD | -14.9% | +52.5% | -67.4% | -44.7% |
| 1Y | -49.3% | +4.1% | -53.4% | -57.2% |
| All | -49.3% | +5.0% | -54.3% | -57.2% |
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 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