+1,124.1%
MSTR vs ADP
+1,989.3%
-865.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -10.0% |
| 7D | -8.7% | +7.4% | -16.1% | -12.8% |
| 30D | -21.4% | +17.1% | -38.5% | -29.3% |
| 3M | +31.4% | +14.4% | +17.0% | +20.3% |
| 6M | -30.8% | +47.9% | -78.7% | -47.1% |
| YTD | -14.9% | +22.1% | -37.0% | -27.3% |
| 1Y | -49.3% | +21.8% | -71.1% | -56.7% |
| 3Y | +184.8% | +50.5% | +134.4% | +109.9% |
| 5Y | +62.1% | +49.6% | +12.6% | +25.9% |
| 10Y | +580.0% | +329.3% | +250.7% | +158.4% |
| All | +1,124.1% | +1,989.3% | -865.1% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling