-57.5%
MSTR vs ADVB
-97.6%
+40.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.5% | +0.2% | -9.0% |
| 7D | -8.7% | -28.0% | +19.3% | -7.9% |
| 30D | -21.4% | -70.2% | +48.8% | -19.2% |
| 3M | +31.4% | -76.1% | +107.5% | +35.2% |
| 6M | -30.8% | -72.3% | +41.5% | -33.1% |
| YTD | -14.9% | -67.5% | +52.6% | -20.5% |
| 1Y | -49.3% | -78.6% | +29.3% | -50.9% |
| All | -57.5% | -97.6% | +40.1% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling