+645.5%
MSTR vs AZN
+222.4%
+423.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.6% |
| 7D | -11.2% | -3.1% | -8.1% | -10.4% |
| 30D | +33.8% | +0.6% | +33.2% | +33.8% |
| 3M | +11.5% | -10.8% | +22.2% | +14.8% |
| 6M | -7.2% | -18.1% | +11.0% | -2.0% |
| YTD | -15.4% | -12.3% | -3.1% | -12.7% |
| 1Y | -60.6% | -0.2% | -60.4% | -61.1% |
| 3Y | +260.8% | +23.4% | +237.5% | +226.2% |
| 5Y | +108.8% | +56.4% | +52.5% | +76.3% |
| All | +645.5% | +222.4% | +423.1% | +489.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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