+481.0%
MSTR vs ADBE
+133.5%
+347.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -3.6% |
| 7D | -13.4% | +1.6% | -15.0% | -14.3% |
| 30D | -22.1% | +1.0% | -23.1% | -22.9% |
| 3M | +15.0% | -10.1% | +25.1% | +21.9% |
| 6M | -37.3% | +3.0% | -40.3% | -40.4% |
| YTD | -26.5% | -30.5% | +4.0% | -12.1% |
| 1Y | -46.5% | -27.1% | -19.3% | -38.2% |
| 3Y | +121.1% | -58.8% | +179.9% | +246.2% |
| 5Y | +37.5% | -63.0% | +100.5% | +117.9% |
| All | +481.0% | +133.5% | +347.6% | +362.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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