+287.2%
MSTR vs ADSK
-5.9%
+293.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.0% |
| 7D | +7.7% | -14.5% | +22.2% | +19.1% |
| 30D | +36.3% | -19.3% | +55.7% | +57.2% |
| 3M | +13.4% | -7.8% | +21.2% | +17.2% |
| 6M | -4.5% | -20.8% | +16.3% | +9.7% |
| YTD | -12.7% | -30.2% | +17.5% | +11.0% |
| 1Y | -59.6% | -36.5% | -23.1% | -43.8% |
| All | +287.2% | -5.9% | +293.1% | +279.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling