+570.4%
MSTR vs ADI
+577.6%
-7.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -1.2% | -12.8% | +11.6% | +9.0% |
| 30D | -15.9% | -11.3% | -4.6% | -8.3% |
| 3M | +33.1% | -3.4% | +36.5% | +36.5% |
| 6M | -31.0% | -12.0% | -19.0% | -26.1% |
| YTD | -15.1% | +35.3% | -50.4% | -35.3% |
| 1Y | -45.6% | +58.1% | -103.7% | -63.5% |
| 3Y | +180.5% | +127.4% | +53.2% | +39.6% |
| 5Y | +61.7% | +114.6% | -52.9% | -11.3% |
| All | +570.4% | +577.6% | -7.2% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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