+304.5%
MSTR vs AWK
+10.9%
+293.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | +1.7% | +10.4% | +12.6% |
| 30D | +45.2% | +5.6% | +39.6% | +47.1% |
| 3M | +10.4% | +15.9% | -5.5% | +14.7% |
| 6M | -2.5% | +4.6% | -7.1% | -0.3% |
| YTD | -6.0% | +10.1% | -16.1% | -2.8% |
| 1Y | -56.4% | +2.1% | -58.5% | -55.3% |
| All | +304.5% | +10.9% | +293.5% | +296.3% |
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