-57.6%
MSTR vs ADVB
-97.5%
+39.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.4% |
| 7D | -1.2% | -13.9% | +12.7% | -0.8% |
| 30D | -15.9% | -68.1% | +52.2% | -13.7% |
| 3M | +33.1% | -73.4% | +106.5% | +36.4% |
| 6M | -31.0% | -70.8% | +39.8% | -33.4% |
| YTD | -15.1% | -66.1% | +50.9% | -20.8% |
| 1Y | -45.6% | -77.5% | +31.9% | -47.5% |
| All | -57.6% | -97.5% | +39.9% | -27.0% |
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 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