+677.4%
MSTR vs ADBE
+152.4%
+525.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.2% |
| 7D | +7.7% | -8.9% | +16.6% | +13.9% |
| 30D | +36.3% | -6.6% | +43.0% | +42.2% |
| 3M | +13.4% | +7.1% | +6.3% | +6.7% |
| 6M | -4.5% | -9.8% | +5.3% | -1.5% |
| YTD | -12.7% | -27.2% | +14.5% | +2.2% |
| 1Y | -59.6% | -28.0% | -31.6% | -52.6% |
| 3Y | +272.5% | -54.5% | +327.0% | +446.9% |
| 5Y | +107.1% | -61.5% | +168.6% | +220.9% |
| 10Y | +677.4% | +156.4% | +520.9% | +531.3% |
| All | +677.4% | +152.4% | +525.0% | +531.3% |
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