-59.4%
MSTR vs AU
+81.1%
-140.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +7.7% | +0.6% | +7.1% | +7.6% |
| 30D | +36.3% | +12.3% | +24.0% | +32.0% |
| 3M | +13.4% | +29.4% | -16.0% | +5.0% |
| 6M | -4.5% | +3.2% | -7.7% | -7.9% |
| YTD | -12.7% | +31.8% | -44.5% | -18.1% |
| All | -59.4% | +81.1% | -140.5% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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