+731.6%
MSTR vs ALB
+74.5%
+657.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | +0.5% |
| 7D | +12.2% | -8.1% | +20.2% | +15.9% |
| 30D | +45.2% | +6.3% | +38.9% | +40.1% |
| 3M | +10.4% | -23.6% | +34.0% | +22.8% |
| 6M | -2.5% | -24.6% | +22.1% | +6.6% |
| YTD | -6.0% | -10.3% | +4.2% | -6.0% |
| 1Y | -56.4% | +61.5% | -117.9% | -68.0% |
| 3Y | +306.3% | -34.0% | +340.3% | +314.9% |
| 5Y | +100.5% | -44.6% | +145.1% | +122.0% |
| All | +731.6% | +74.5% | +657.1% | +548.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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