+481.0%
MSTR vs ADSK
+255.5%
+225.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -3.7% |
| 7D | -13.4% | +1.0% | -14.5% | -14.0% |
| 30D | -22.1% | +14.4% | -36.5% | -29.1% |
| 3M | +15.0% | +2.5% | +12.4% | +11.8% |
| 6M | -37.3% | +14.5% | -51.8% | -44.9% |
| YTD | -26.5% | -10.7% | -15.9% | -24.5% |
| 1Y | -46.5% | -11.0% | -35.5% | -44.8% |
| 3Y | +121.1% | +25.9% | +95.2% | +81.3% |
| 5Y | +37.5% | -19.7% | +57.2% | +45.0% |
| All | +481.0% | +255.5% | +225.5% | +278.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling