+521.9%
MSTR vs ALB
+35.3%
+486.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -14.2% | +1.1% | -15.2% | -14.7% |
| 30D | -19.9% | -2.6% | -17.3% | -19.0% |
| 3M | +27.3% | -25.6% | +52.9% | +42.9% |
| 6M | -37.6% | -54.0% | +16.5% | -13.7% |
| YTD | -19.5% | -31.6% | +12.1% | -9.9% |
| 1Y | -47.1% | -6.6% | -40.6% | -49.5% |
| 3Y | +140.3% | -14.0% | +154.3% | +116.5% |
| 5Y | +49.5% | -62.5% | +112.0% | +93.0% |
| 10Y | +521.9% | +36.3% | +485.6% | +433.7% |
| All | +521.9% | +35.3% | +486.5% | +433.7% |
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