+49.9%
MSTR vs ALB
-61.7%
+111.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.2% | +9.1% | -10.3% | -5.6% |
| 30D | -15.9% | -3.4% | -12.5% | -14.6% |
| 3M | +33.1% | -20.6% | +53.7% | +47.0% |
| 6M | -31.0% | -48.2% | +17.2% | -5.7% |
| YTD | -15.1% | -29.2% | +14.1% | -6.0% |
| 1Y | -45.6% | +10.0% | -55.6% | -54.0% |
| 3Y | +180.5% | -12.9% | +193.4% | +136.1% |
| All | +49.9% | -61.7% | +111.7% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling