+1,120.6%
MSTR vs ALB
+1,270.2%
-149.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.2% | +9.1% | -10.3% | -4.9% |
| 30D | -15.9% | -3.4% | -12.5% | -14.8% |
| 3M | +33.1% | -20.6% | +53.7% | +44.7% |
| 6M | -31.0% | -48.2% | +17.2% | -10.7% |
| YTD | -15.1% | -29.2% | +14.1% | -6.5% |
| 1Y | -45.6% | +10.0% | -55.6% | -51.2% |
| 3Y | +180.5% | -12.9% | +193.4% | +157.3% |
| 5Y | +61.7% | -61.3% | +122.9% | +107.6% |
| 10Y | +578.0% | +35.8% | +542.2% | +387.5% |
| All | +1,120.6% | +1,270.2% | -149.5% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling