+554.5%
MSTR vs ALB
+38.2%
+516.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -4.0% | +9.5% | -13.4% | -7.8% |
| 30D | -18.6% | -2.1% | -16.5% | -18.0% |
| 3M | +25.6% | -24.1% | +49.7% | +39.8% |
| 6M | -33.1% | -51.0% | +18.0% | -10.0% |
| YTD | -17.3% | -29.3% | +12.0% | -8.8% |
| 1Y | -48.1% | +3.2% | -51.3% | -52.7% |
| 3Y | +154.2% | -9.3% | +163.5% | +123.8% |
| 5Y | +46.2% | -61.6% | +107.8% | +86.6% |
| 10Y | +554.5% | +40.8% | +513.7% | +459.1% |
| All | +554.5% | +38.2% | +516.3% | +459.1% |
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