+183.6%
MSTR vs AS
+120.4%
+63.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -3.2% |
| 7D | +12.2% | -4.9% | +17.1% | +15.0% |
| 30D | +45.2% | -19.6% | +64.8% | +61.2% |
| 3M | +10.4% | -14.4% | +24.8% | +18.1% |
| 6M | -2.5% | -20.1% | +17.6% | +7.7% |
| YTD | -6.0% | -20.9% | +14.9% | +4.1% |
| 1Y | -56.4% | -21.9% | -34.6% | -51.8% |
| All | +183.6% | +120.4% | +63.3% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 all: compounded portfolio wealth divided by compounded AS 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…
all analysis · Full analysis span regression · 6 months rolling