+570.4%
MSTR vs AXP
+449.9%
+120.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.5% |
| 30D | -15.9% | +5.8% | -21.8% | -18.9% |
| 3M | +33.1% | -6.0% | +39.1% | +38.6% |
| 6M | -31.0% | +0.3% | -31.3% | -31.0% |
| YTD | -15.1% | -12.3% | -2.9% | -7.7% |
| 1Y | -45.6% | -11.2% | -34.4% | -41.5% |
| 3Y | +180.5% | +117.0% | +63.5% | +80.9% |
| 5Y | +61.7% | +93.2% | -31.5% | +14.4% |
| All | +570.4% | +449.9% | +120.5% | +254.0% |
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