+736.9%
MSTR vs AXP
+474.4%
+262.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | +12.2% | -2.1% | +14.3% | +13.7% |
| 30D | +45.2% | -6.5% | +51.7% | +51.3% |
| 3M | +10.4% | +4.6% | +5.7% | +7.1% |
| 6M | -2.5% | +5.4% | -7.9% | -5.5% |
| YTD | -6.0% | -11.1% | +5.1% | +1.1% |
| 1Y | -56.4% | -0.3% | -56.1% | -56.6% |
| 3Y | +306.3% | +111.6% | +194.7% | +167.0% |
| 5Y | +100.5% | +117.6% | -17.1% | +36.3% |
| All | +736.9% | +474.4% | +262.5% | +362.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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