+49.9%
MSTR vs ABCL
-21.8%
+71.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -3.2% |
| 7D | -1.2% | -3.2% | +2.0% | -0.2% |
| 30D | -15.9% | -7.4% | -8.5% | -13.5% |
| 3M | +33.1% | +81.9% | -48.8% | -3.2% |
| 6M | -31.0% | +135.7% | -166.7% | -58.1% |
| YTD | -15.1% | +247.4% | -262.5% | -58.7% |
| 1Y | -45.6% | +162.3% | -207.9% | -70.0% |
| 3Y | +180.5% | +165.5% | +15.0% | +31.0% |
| All | +49.9% | -21.8% | +71.7% | +8.9% |
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