-49.3%
MSTR vs ABCL
+198.8%
-248.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -10.7% | +2.3% | -13.0% | -11.3% |
| 30D | -21.6% | -0.7% | -20.9% | -21.5% |
| 3M | +24.4% | +33.4% | -9.0% | +14.0% |
| 6M | -35.5% | +137.8% | -173.2% | -53.2% |
| YTD | -20.3% | +264.3% | -284.6% | -58.4% |
| 1Y | -49.3% | +209.2% | -258.5% | -70.8% |
| All | -49.3% | +198.8% | -248.1% | -70.8% |
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