+1,252.0%
MSTR vs BDX
+902.7%
+349.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | +12.2% | -2.5% | +14.7% | +13.1% |
| 30D | +45.2% | +8.3% | +36.9% | +41.6% |
| 3M | +10.4% | +24.4% | -14.0% | +2.6% |
| 6M | -2.5% | +9.2% | -11.7% | -5.7% |
| YTD | -6.0% | +22.7% | -28.7% | -12.7% |
| 1Y | -56.4% | +25.9% | -82.3% | -59.9% |
| 3Y | +306.3% | -10.5% | +316.8% | +309.0% |
| 5Y | +100.5% | +1.9% | +98.6% | +94.6% |
| 10Y | +741.1% | +58.7% | +682.4% | +583.3% |
| All | +1,252.0% | +902.7% | +349.3% | +620.7% |
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