+645.5%
MSTR vs ADSK
+221.0%
+424.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -4.7% |
| 7D | -11.2% | -10.9% | -0.3% | -4.5% |
| 30D | +33.8% | -15.9% | +49.7% | +49.6% |
| 3M | +11.5% | -4.4% | +15.8% | +12.1% |
| 6M | -7.2% | -16.6% | +9.5% | +1.0% |
| YTD | -15.4% | -28.5% | +13.1% | +1.7% |
| 1Y | -60.6% | -34.6% | -26.0% | -49.4% |
| 3Y | +260.8% | -3.5% | +264.3% | +256.0% |
| 5Y | +108.8% | -25.6% | +134.4% | +141.3% |
| All | +645.5% | +221.0% | +424.5% | +426.9% |
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