+107.1%
MSTR vs ADSK
-28.7%
+135.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -0.4% |
| 7D | +7.7% | -14.5% | +22.2% | +23.3% |
| 30D | +36.3% | -19.3% | +55.7% | +64.7% |
| 3M | +13.4% | -7.8% | +21.2% | +17.5% |
| 6M | -4.5% | -20.8% | +16.3% | +11.9% |
| YTD | -12.7% | -30.2% | +17.5% | +14.9% |
| 1Y | -59.6% | -36.5% | -23.1% | -41.1% |
| 3Y | +272.5% | -5.7% | +278.2% | +244.8% |
| 5Y | +107.1% | -28.2% | +135.3% | +113.0% |
| All | +107.1% | -28.7% | +135.8% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling