+554.5%
MSTR vs AXP
+453.0%
+101.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.3% |
| 7D | -4.0% | -1.1% | -2.8% | -3.1% |
| 30D | -18.6% | +5.2% | -23.9% | -21.2% |
| 3M | +25.6% | -4.6% | +30.2% | +29.4% |
| 6M | -33.1% | +3.2% | -36.3% | -34.3% |
| YTD | -17.3% | -11.3% | -6.0% | -10.7% |
| 1Y | -48.1% | -11.0% | -37.1% | -44.2% |
| 3Y | +154.2% | +120.2% | +34.0% | +62.4% |
| 5Y | +46.2% | +91.7% | -45.5% | +3.3% |
| 10Y | +554.5% | +440.3% | +114.2% | +246.2% |
| All | +554.5% | +453.0% | +101.5% | +246.2% |
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