+40.4%
MSTR vs ABT
-6.9%
+47.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -3.1% |
| 7D | -13.4% | -1.3% | -12.1% | -12.8% |
| 30D | -22.1% | +6.0% | -28.1% | -24.7% |
| 3M | +15.0% | -1.9% | +16.8% | +15.5% |
| 6M | -37.3% | +31.2% | -68.5% | -48.3% |
| YTD | -26.5% | -11.2% | -15.3% | -20.7% |
| 1Y | -46.5% | -14.0% | -32.5% | -41.0% |
| 3Y | +121.1% | +20.7% | +100.4% | +52.5% |
| All | +40.4% | -6.9% | +47.3% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling