+554.5%
MSTR vs ADBE
+124.8%
+429.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.1% |
| 7D | -4.0% | -5.6% | +1.7% | -0.6% |
| 30D | -18.6% | -2.0% | -16.6% | -18.0% |
| 3M | +25.6% | -10.5% | +36.1% | +33.4% |
| 6M | -33.1% | -6.2% | -26.8% | -32.6% |
| YTD | -17.3% | -32.2% | +14.8% | +0.3% |
| 1Y | -48.1% | -27.4% | -20.7% | -39.9% |
| 3Y | +154.2% | -58.9% | +213.1% | +297.8% |
| 5Y | +46.2% | -64.5% | +110.7% | +136.6% |
| 10Y | +554.5% | +120.0% | +434.5% | +455.9% |
| All | +554.5% | +124.8% | +429.7% | +455.9% |
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