+572.4%
MSTR vs AXP
+456.7%
+115.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -7.8% |
| 7D | -8.7% | +0.4% | -9.1% | -8.8% |
| 30D | -21.4% | +7.0% | -28.5% | -24.7% |
| 3M | +31.4% | -6.6% | +38.0% | +37.4% |
| 6M | -30.8% | +3.5% | -34.3% | -32.2% |
| YTD | -14.9% | -11.2% | -3.7% | -8.2% |
| 1Y | -49.3% | -10.2% | -39.1% | -45.8% |
| 3Y | +184.8% | +120.0% | +64.8% | +82.1% |
| 5Y | +62.1% | +95.6% | -33.4% | +13.8% |
| All | +572.4% | +456.7% | +115.6% | +252.1% |
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