+570.4%
MSTR vs AXON
+1,304.2%
-733.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -18.2% | +17.9% | +6.2% |
| 7D | -1.2% | -26.8% | +25.6% | +9.7% |
| 30D | -15.9% | -22.9% | +7.0% | -8.3% |
| 3M | +33.1% | -40.1% | +73.2% | +57.8% |
| 6M | -31.0% | -18.9% | -12.1% | -28.9% |
| YTD | -15.1% | -44.9% | +29.7% | -0.4% |
| 1Y | -45.6% | -46.7% | +1.0% | -35.4% |
| 3Y | +180.5% | +44.3% | +136.2% | +124.5% |
| 5Y | +61.7% | +71.4% | -9.7% | +12.7% |
| All | +570.4% | +1,304.2% | -733.8% | +267.1% |
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