+181.3%
MSTR vs AXON
+74.4%
+106.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.8% | +0.5% | -5.4% |
| 7D | -8.7% | -12.7% | +4.0% | -3.6% |
| 30D | -21.4% | -8.6% | -12.8% | -18.4% |
| 3M | +31.4% | -37.2% | +68.7% | +55.2% |
| 6M | -30.8% | +0.5% | -31.3% | -34.2% |
| YTD | -14.9% | -32.6% | +17.7% | -5.8% |
| 1Y | -49.3% | -40.2% | -9.1% | -41.0% |
| All | +181.3% | +74.4% | +106.9% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling