-60.2%
MSTR vs ADVB
-97.4%
+37.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -3.7% |
| 7D | -10.7% | -4.1% | -6.6% | -10.6% |
| 30D | -21.6% | -60.3% | +38.7% | -19.9% |
| 3M | +24.4% | -73.3% | +97.7% | +27.6% |
| 6M | -35.5% | -65.9% | +30.5% | -38.1% |
| YTD | -20.3% | -63.9% | +43.5% | -25.8% |
| 1Y | -49.3% | -74.1% | +24.8% | -51.4% |
| All | -60.2% | -97.4% | +37.2% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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