-42.3%
MSTR vs ABCL
+138.2%
-180.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | -1.8% | -10.0% | +8.2% | +0.8% |
| 30D | -13.3% | -10.9% | -2.4% | -10.9% |
| 3M | +46.0% | +101.6% | -55.7% | +17.9% |
| 6M | -22.4% | +167.5% | -190.0% | -45.7% |
| YTD | -6.2% | +259.1% | -265.3% | -46.8% |
| 1Y | -42.3% | +152.2% | -194.4% | -64.7% |
| All | -42.3% | +138.2% | -180.5% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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