-42.3%
MSTR vs ADSK
-10.6%
-31.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.0% | -1.9% | +2.8% |
| 7D | -1.8% | +11.4% | -13.2% | -5.3% |
| 30D | -13.3% | +21.9% | -35.2% | -19.0% |
| 3M | +46.0% | +13.9% | +32.1% | +40.0% |
| 6M | -22.4% | +9.1% | -31.6% | -24.1% |
| YTD | -6.2% | -8.8% | +2.6% | -7.5% |
| 1Y | -42.3% | -10.2% | -32.1% | -42.5% |
| All | -42.3% | -10.6% | -31.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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