+690.7%
MSTR vs ABT
+202.4%
+488.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.2% |
| 7D | +9.3% | -3.1% | +12.5% | +10.8% |
| 30D | +36.5% | -2.1% | +38.6% | +37.4% |
| 3M | +7.3% | +17.4% | -10.1% | -1.9% |
| 6M | +2.2% | -2.4% | +4.6% | +2.1% |
| YTD | -10.2% | -14.2% | +4.1% | -4.6% |
| 1Y | -58.6% | -18.3% | -40.3% | -55.2% |
| 3Y | +283.2% | +11.5% | +271.7% | +234.0% |
| 5Y | +113.8% | -9.9% | +123.7% | +112.7% |
| 10Y | +690.7% | +204.4% | +486.4% | +415.7% |
| All | +690.7% | +202.4% | +488.3% | +415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling