-20.9%
MSTR vs ALAB
+339.3%
-360.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.8% | -0.8% |
| 7D | -14.2% | +3.4% | -17.6% | -15.6% |
| 30D | -19.9% | -28.8% | +8.9% | -12.8% |
| 3M | +27.3% | -26.0% | +53.3% | +35.9% |
| 6M | -37.6% | +11.4% | -48.9% | -44.1% |
| YTD | -19.5% | +38.8% | -58.3% | -35.1% |
| 1Y | -47.1% | +37.8% | -84.9% | -57.9% |
| All | -20.9% | +339.3% | -360.2% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling