+731.6%
MSTR vs ADP
+285.0%
+446.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.2% |
| 7D | +12.2% | -3.4% | +15.6% | +14.6% |
| 30D | +45.2% | +2.8% | +42.4% | +43.1% |
| 3M | +10.4% | +20.9% | -10.6% | -2.4% |
| 6M | -2.5% | +29.9% | -32.4% | -19.0% |
| YTD | -6.0% | +9.6% | -15.7% | -12.9% |
| 1Y | -56.4% | -5.3% | -51.1% | -55.7% |
| 3Y | +306.3% | +16.5% | +289.8% | +255.0% |
| 5Y | +100.5% | +49.4% | +51.1% | +59.0% |
| All | +731.6% | +285.0% | +446.6% | +382.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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