+690.7%
MSTR vs AWK
+126.2%
+564.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +9.3% | +2.2% | +7.2% | +8.8% |
| 30D | +36.5% | +4.4% | +32.1% | +35.1% |
| 3M | +7.3% | +15.4% | -8.0% | +3.6% |
| 6M | +2.2% | +3.5% | -1.3% | +1.0% |
| YTD | -10.2% | +9.8% | -20.0% | -12.7% |
| 1Y | -58.6% | +3.0% | -61.6% | -59.3% |
| 3Y | +283.2% | +9.7% | +273.5% | +257.6% |
| 5Y | +113.8% | -17.2% | +130.9% | +112.9% |
| 10Y | +690.7% | +126.1% | +564.7% | +541.9% |
| All | +690.7% | +126.2% | +564.6% | +541.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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