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  • MSTR vs BAX✓SelectedUSD · BAXMSTR vs BAX performance historyLatest closeAs of-1.39%09/04
Stock and ETF performance explorer

MSTR vs BAX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,252.0%
BAX return
+199.2%
Excess return
+1,052.7%
Maximum drawdown
-99.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBAXExcessAlpha
1D-1.4%+1.0%-2.4%-1.7%
7D+12.2%-1.1%+13.3%+12.5%
30D+45.2%-5.5%+50.6%+47.2%
3M+10.4%+33.5%-23.2%+1.4%
6M-2.5%+35.9%-38.3%-11.0%
YTD-6.0%+35.4%-41.4%-15.2%
1Y-56.4%+9.8%-66.2%-58.5%
3Y+306.3%-32.7%+339.0%+330.1%
5Y+100.5%-65.6%+166.0%+152.1%
10Y+741.1%-34.9%+776.0%+763.9%
All+1,252.0%+199.2%+1,052.7%+978.5%

Cumulative growth

Daily Returns

Daily percentage return beside BAX.

Daily Out/Under-Performance

Portfolio return minus BAX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BAX 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 BAX 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