-58.6%
MSTR vs AWK
+1.1%
-59.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.5% |
| 7D | +9.3% | +2.2% | +7.2% | +10.4% |
| 30D | +36.5% | +4.4% | +32.1% | +39.4% |
| 3M | +7.3% | +15.4% | -8.0% | +16.5% |
| 6M | +2.2% | +3.5% | -1.3% | +6.8% |
| YTD | -10.2% | +9.8% | -20.0% | -2.6% |
| 1Y | -58.6% | +3.0% | -61.6% | -57.4% |
| All | -58.6% | +1.1% | -59.7% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling