+180.5%
MSTR vs AWK
+24.3%
+156.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.8% |
| 7D | -1.2% | +4.1% | -5.3% | +0.3% |
| 30D | -15.9% | +18.0% | -33.9% | -10.7% |
| 3M | +33.1% | +12.2% | +20.9% | +39.3% |
| 6M | -31.0% | +21.2% | -52.2% | -25.5% |
| YTD | -15.1% | +17.6% | -32.7% | -8.6% |
| 1Y | -45.6% | +19.2% | -64.9% | -41.1% |
| 3Y | +180.5% | +26.7% | +153.8% | +192.4% |
| All | +180.5% | +24.3% | +156.2% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling