+62.1%
MSTR vs ABCL
-30.0%
+92.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -5.3% |
| 7D | -8.7% | -14.9% | +6.2% | -2.4% |
| 30D | -21.4% | -15.4% | -6.1% | -15.8% |
| 3M | +31.4% | +88.0% | -56.6% | -6.4% |
| 6M | -30.8% | +138.8% | -169.7% | -58.5% |
| YTD | -14.9% | +225.4% | -240.3% | -57.4% |
| 1Y | -49.3% | +137.3% | -186.6% | -70.6% |
| 3Y | +184.8% | +136.8% | +48.0% | +40.4% |
| 5Y | +62.1% | -26.2% | +88.4% | +21.3% |
| All | +62.1% | -30.0% | +92.2% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling