+526.8%
MSTR vs ALB
+34.3%
+492.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -1.8% |
| 7D | -10.7% | +5.3% | -16.0% | -12.9% |
| 30D | -21.6% | -6.3% | -15.3% | -19.4% |
| 3M | +24.4% | -27.4% | +51.8% | +41.2% |
| 6M | -35.5% | -53.1% | +17.6% | -11.6% |
| YTD | -20.3% | -32.3% | +12.0% | -10.4% |
| 1Y | -49.3% | -7.3% | -42.0% | -51.4% |
| 3Y | +137.8% | -14.9% | +152.7% | +115.3% |
| 5Y | +48.3% | -62.0% | +110.3% | +90.8% |
| 10Y | +526.8% | +33.0% | +493.8% | +448.6% |
| All | +526.8% | +34.3% | +492.5% | +448.6% |
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