-59.6%
MSTR vs AMGN
+43.9%
-103.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +7.7% | -11.6% | +19.4% | +12.9% |
| 30D | +36.3% | -5.7% | +42.0% | +39.3% |
| 3M | +13.4% | +14.2% | -0.8% | +7.4% |
| 6M | -4.5% | +5.2% | -9.7% | -5.9% |
| YTD | -12.7% | +22.0% | -34.7% | -18.2% |
| 1Y | -59.6% | +43.6% | -103.2% | -65.6% |
| All | -59.6% | +43.9% | -103.5% | -65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling