+181.3%
MSTR vs ARM
+208.9%
-27.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.1% | +3.8% | -4.4% |
| 7D | -8.7% | -27.1% | +18.4% | +2.6% |
| 30D | -21.4% | -44.9% | +23.5% | -2.1% |
| 3M | +31.4% | -39.3% | +70.7% | +56.0% |
| 6M | -30.8% | -20.2% | -10.7% | -31.2% |
| YTD | -14.9% | +52.5% | -67.4% | -37.0% |
| 1Y | -49.3% | +4.1% | -53.4% | -56.0% |
| All | +181.3% | +208.9% | -27.5% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling