+49.9%
MSTR vs ADP
+47.3%
+2.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.7% |
| 7D | -1.2% | +3.2% | -4.4% | -3.8% |
| 30D | -15.9% | +14.9% | -30.8% | -26.0% |
| 3M | +33.1% | +11.6% | +21.5% | +20.4% |
| 6M | -31.0% | +48.5% | -79.4% | -53.3% |
| YTD | -15.1% | +20.6% | -35.7% | -29.7% |
| 1Y | -45.6% | +23.7% | -69.3% | -56.6% |
| 3Y | +180.5% | +47.8% | +132.7% | +65.3% |
| All | +49.9% | +47.3% | +2.6% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling