+120.4%
MSTR vs AXP
+118.2%
+2.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.2% |
| 7D | +12.2% | -2.1% | +14.3% | +14.7% |
| 30D | +45.2% | -6.5% | +51.7% | +55.5% |
| 3M | +10.4% | +4.6% | +5.7% | +4.4% |
| 6M | -2.5% | +5.4% | -7.9% | -8.2% |
| YTD | -6.0% | -11.1% | +5.1% | +5.3% |
| 1Y | -56.4% | -0.3% | -56.1% | -57.6% |
| 3Y | +306.3% | +111.6% | +194.7% | +64.4% |
| All | +120.4% | +118.2% | +2.2% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling