+1,252.0%
MSTR vs AXP
+1,404.4%
-152.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | +12.2% | -2.1% | +14.3% | +13.4% |
| 30D | +45.2% | -6.5% | +51.7% | +50.1% |
| 3M | +10.4% | +4.6% | +5.7% | +7.7% |
| 6M | -2.5% | +5.4% | -7.9% | -4.8% |
| YTD | -6.0% | -11.1% | +5.1% | -0.1% |
| 1Y | -56.4% | -0.3% | -56.1% | -56.5% |
| 3Y | +306.3% | +111.6% | +194.7% | +184.6% |
| 5Y | +100.5% | +117.6% | -17.1% | +45.4% |
| 10Y | +741.1% | +474.1% | +267.0% | +250.4% |
| All | +1,252.0% | +1,404.4% | -152.4% | +94.0% |
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 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