+481.0%
MSTR vs ALB
+32.4%
+448.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.8% |
| 7D | -13.4% | -5.8% | -7.7% | -11.1% |
| 30D | -22.1% | -4.5% | -17.5% | -20.5% |
| 3M | +15.0% | -28.1% | +43.0% | +31.0% |
| 6M | -37.3% | -53.2% | +15.9% | -14.1% |
| YTD | -26.5% | -33.3% | +6.8% | -16.8% |
| 1Y | -46.5% | -17.4% | -29.0% | -45.6% |
| 3Y | +121.1% | -14.1% | +135.2% | +99.3% |
| 5Y | +37.5% | -64.0% | +101.5% | +80.4% |
| All | +481.0% | +32.4% | +448.7% | +411.2% |
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