+1,249.5%
MSTR vs AXP
+1,438.8%
-189.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.0% |
| 7D | -1.8% | +4.6% | -6.4% | -4.1% |
| 30D | -13.3% | +9.7% | -23.0% | -17.4% |
| 3M | +46.0% | -3.8% | +49.7% | +48.8% |
| 6M | -22.4% | +4.8% | -27.2% | -24.2% |
| YTD | -6.2% | -9.1% | +2.9% | -1.3% |
| 1Y | -42.3% | -6.7% | -35.6% | -40.2% |
| 3Y | +214.0% | +125.2% | +88.8% | +113.3% |
| 5Y | +78.2% | +105.0% | -26.8% | +32.9% |
| 10Y | +649.6% | +481.5% | +168.1% | +211.8% |
| All | +1,249.5% | +1,438.8% | -189.3% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling