+554.5%
MSTR vs AMGN
+327.2%
+227.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.0% |
| 7D | -4.0% | 0.0% | -3.9% | -3.8% |
| 30D | -18.6% | +12.1% | -30.8% | -22.0% |
| 3M | +25.6% | +13.9% | +11.7% | +19.4% |
| 6M | -33.1% | +42.1% | -75.2% | -41.7% |
| YTD | -17.3% | +45.0% | -62.4% | -28.6% |
| 1Y | -48.1% | +49.3% | -97.4% | -55.7% |
| 3Y | +154.2% | +92.8% | +61.4% | +95.5% |
| 5Y | +46.2% | +156.7% | -110.5% | +2.1% |
| 10Y | +554.5% | +328.1% | +226.4% | +281.5% |
| All | +554.5% | +327.2% | +227.3% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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