-2.5%
MSTR vs ARM
+105.5%
-107.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.3% |
| 7D | +12.2% | +5.5% | +6.7% | +10.9% |
| 30D | +45.2% | -8.2% | +53.4% | +47.9% |
| 3M | +10.4% | -35.9% | +46.3% | +20.0% |
| 6M | -2.5% | +103.1% | -105.6% | -29.6% |
| All | -2.5% | +105.5% | -107.9% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling