+181.3%
MSTR vs ALB
-17.6%
+198.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.6% | -12.9% | -10.7% |
| 7D | -8.7% | +5.5% | -14.2% | -10.7% |
| 30D | -21.4% | -7.5% | -13.9% | -19.0% |
| 3M | +31.4% | -16.9% | +48.4% | +39.3% |
| 6M | -30.8% | -49.2% | +18.4% | -10.6% |
| YTD | -14.9% | -29.9% | +15.0% | -7.1% |
| 1Y | -49.3% | +8.2% | -57.5% | -55.2% |
| All | +181.3% | -17.6% | +198.9% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling