+1,046.2%
MSTR vs BDX
+1,060.7%
-14.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | -10.7% | +7.3% | -18.0% | -12.7% |
| 30D | -21.6% | +15.7% | -37.3% | -25.1% |
| 3M | +24.4% | +19.1% | +5.3% | +17.8% |
| 6M | -35.5% | +44.1% | -79.6% | -42.9% |
| YTD | -20.3% | +42.1% | -62.4% | -29.3% |
| 1Y | -49.3% | +52.6% | -101.9% | -56.2% |
| 3Y | +137.8% | +22.6% | +115.2% | +117.3% |
| 5Y | +48.3% | +23.3% | +25.0% | +35.8% |
| 10Y | +526.8% | +84.8% | +442.0% | +385.8% |
| All | +1,046.2% | +1,060.7% | -14.5% | +483.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling