-59.8%
MSTR vs ADVB
-97.1%
+37.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.0% | -8.9% | +0.8% |
| 7D | -14.2% | +10.5% | -24.6% | -14.4% |
| 30D | -19.9% | -56.0% | +36.2% | -18.4% |
| 3M | +27.3% | -70.1% | +97.5% | +30.2% |
| 6M | -37.6% | -53.7% | +16.1% | -41.0% |
| YTD | -19.5% | -60.3% | +40.8% | -25.2% |
| 1Y | -47.1% | -73.1% | +26.0% | -49.2% |
| All | -59.8% | -97.1% | +37.3% | -31.0% |
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