+180.5%
MSTR vs AXP
+117.6%
+62.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.9% |
| 7D | -1.2% | +0.6% | -1.8% | -1.6% |
| 30D | -15.9% | +5.8% | -21.8% | -20.4% |
| 3M | +33.1% | -6.0% | +39.1% | +41.2% |
| 6M | -31.0% | +0.3% | -31.3% | -31.4% |
| YTD | -15.1% | -12.3% | -2.9% | -4.4% |
| 1Y | -45.6% | -11.2% | -34.4% | -39.8% |
| 3Y | +180.5% | +117.0% | +63.5% | +42.0% |
| All | +180.5% | +117.6% | +62.9% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling