+645.5%
MSTR vs BDX
+58.0%
+587.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.6% |
| 7D | -11.2% | -5.4% | -5.8% | -9.8% |
| 30D | +33.8% | -2.2% | +36.0% | +34.7% |
| 3M | +11.5% | +20.1% | -8.6% | +5.2% |
| 6M | -7.2% | +9.1% | -16.2% | -9.8% |
| YTD | -15.4% | +17.9% | -33.3% | -20.1% |
| 1Y | -60.6% | +22.1% | -82.7% | -63.3% |
| 3Y | +260.8% | -10.5% | +271.4% | +264.8% |
| 5Y | +108.8% | -2.6% | +111.4% | +106.0% |
| All | +645.5% | +58.0% | +587.5% | +553.0% |
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