+481.0%
MSTR vs BDX
+95.1%
+385.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -13.4% | +2.9% | -16.3% | -14.2% |
| 30D | -22.1% | +15.4% | -37.5% | -25.3% |
| 3M | +15.0% | +20.5% | -5.6% | +8.7% |
| 6M | -37.3% | +53.2% | -90.5% | -45.1% |
| YTD | -26.5% | +45.7% | -72.2% | -34.9% |
| 1Y | -46.5% | +47.3% | -93.7% | -52.8% |
| 3Y | +121.1% | +25.1% | +96.0% | +101.8% |
| 5Y | +37.5% | +27.4% | +10.1% | +25.9% |
| All | +481.0% | +95.1% | +385.9% | +369.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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