-21.7%
MSTR vs ALAB
+311.3%
-333.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -10.7% | -7.5% | -3.3% | -9.5% |
| 30D | -21.6% | -36.8% | +15.3% | -11.7% |
| 3M | +24.4% | -31.9% | +56.2% | +35.9% |
| 6M | -35.5% | +8.2% | -43.7% | -41.8% |
| YTD | -20.3% | +29.9% | -50.3% | -34.5% |
| 1Y | -49.3% | +24.4% | -73.7% | -58.4% |
| All | -21.7% | +311.3% | -333.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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