+699.8%
MSTR vs AMGN
+212.2%
+487.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.1% | +5.7% | -0.9% |
| 7D | +9.3% | -10.3% | +19.6% | +13.4% |
| 30D | +36.5% | -3.8% | +40.3% | +38.3% |
| 3M | +7.3% | +14.4% | -7.1% | +2.1% |
| 6M | +2.2% | +7.8% | -5.6% | -0.9% |
| YTD | -10.2% | +22.6% | -32.7% | -16.8% |
| 1Y | -58.6% | +44.2% | -102.8% | -63.9% |
| 3Y | +283.2% | +65.8% | +217.4% | +216.5% |
| 5Y | +113.8% | +108.0% | +5.8% | +65.0% |
| All | +699.8% | +212.2% | +487.6% | +451.2% |
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