+521.9%
MSTR vs ADM
+118.6%
+403.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.3% | +0.2% |
| 7D | -14.2% | +0.1% | -14.3% | -14.2% |
| 30D | -19.9% | -11.8% | -8.1% | -16.5% |
| 3M | +27.3% | -11.3% | +38.6% | +31.1% |
| 6M | -37.6% | -10.0% | -27.5% | -36.6% |
| YTD | -19.5% | +25.9% | -45.4% | -29.2% |
| 1Y | -47.1% | +26.7% | -73.8% | -53.7% |
| 3Y | +140.3% | +8.1% | +132.1% | +115.6% |
| 5Y | +49.5% | +23.5% | +26.0% | +27.7% |
| 10Y | +521.9% | +128.2% | +393.6% | +315.3% |
| All | +521.9% | +118.6% | +403.3% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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