+554.5%
MSTR vs ADP
+327.9%
+226.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | -4.0% | +1.1% | -5.1% | -4.6% |
| 30D | -18.6% | +11.5% | -30.1% | -24.2% |
| 3M | +25.6% | +12.0% | +13.5% | +16.9% |
| 6M | -33.1% | +43.8% | -76.9% | -47.4% |
| YTD | -17.3% | +20.1% | -37.4% | -27.9% |
| 1Y | -48.1% | +22.3% | -70.4% | -55.4% |
| 3Y | +154.2% | +43.3% | +110.9% | +94.3% |
| 5Y | +46.2% | +47.3% | -1.1% | +13.8% |
| 10Y | +554.5% | +313.7% | +240.8% | +262.2% |
| All | +554.5% | +327.9% | +226.7% | +262.2% |
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