-46.5%
MSTR vs ADP
+26.1%
-72.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -13.4% | +2.2% | -15.6% | -13.4% |
| 30D | -22.1% | +10.6% | -32.6% | -22.2% |
| 3M | +15.0% | +12.9% | +2.0% | +14.5% |
| 6M | -37.3% | +50.6% | -87.9% | -36.8% |
| YTD | -26.5% | +23.2% | -49.7% | -29.0% |
| 1Y | -46.5% | +25.3% | -71.7% | -46.8% |
| All | -46.5% | +26.1% | -72.6% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling