+1,533.7%
MSTR vs AWK
+969.7%
+564.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | +1.7% | +10.4% | +11.6% |
| 30D | +45.2% | +5.6% | +39.6% | +42.7% |
| 3M | +10.4% | +15.9% | -5.5% | +4.8% |
| 6M | -2.5% | +4.6% | -7.1% | -4.7% |
| YTD | -6.0% | +10.1% | -16.1% | -9.9% |
| 1Y | -56.4% | +2.1% | -58.5% | -57.4% |
| 3Y | +306.3% | +9.8% | +296.4% | +273.5% |
| 5Y | +100.5% | -15.4% | +115.8% | +103.8% |
| 10Y | +741.1% | +129.4% | +611.7% | +457.0% |
| All | +1,533.7% | +969.7% | +564.0% | +424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling