+645.5%
MSTR vs AXTI
+1,481.9%
-836.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.1% | +3.0% | -1.9% |
| 7D | -11.2% | +15.1% | -26.4% | -14.1% |
| 30D | +33.8% | -12.3% | +46.1% | +35.5% |
| 3M | +11.5% | -24.1% | +35.6% | +10.8% |
| 6M | -7.2% | +46.0% | -53.2% | -25.8% |
| YTD | -15.4% | +295.7% | -311.1% | -49.4% |
| 1Y | -60.6% | +1,825.6% | -1,886.2% | -84.6% |
| 3Y | +260.8% | +2,630.0% | -2,369.1% | +3.6% |
| 5Y | +108.8% | +601.0% | -492.1% | -14.3% |
| All | +645.5% | +1,481.9% | -836.4% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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