+521.9%
MSTR vs AXON
+1,109.0%
-587.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | -0.5% |
| 7D | -14.2% | -25.6% | +11.5% | -5.2% |
| 30D | -19.9% | -23.9% | +4.0% | -12.1% |
| 3M | +27.3% | -50.4% | +77.8% | +62.2% |
| 6M | -37.6% | -20.0% | -17.5% | -34.9% |
| YTD | -19.5% | -44.5% | +25.0% | -5.7% |
| 1Y | -47.1% | -44.9% | -2.2% | -37.8% |
| 3Y | +140.3% | +44.7% | +95.6% | +92.0% |
| 5Y | +49.5% | +86.7% | -37.2% | +2.0% |
| 10Y | +521.9% | +1,060.5% | -538.6% | +241.5% |
| All | +521.9% | +1,109.0% | -587.1% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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