+659.5%
MSTR vs BSX
+83.9%
+575.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -8.3% | -10.1% | +1.8% | -2.9% |
| 30D | +38.1% | -16.4% | +54.5% | +51.1% |
| 3M | +9.0% | -8.9% | +17.9% | +13.1% |
| 6M | -5.3% | -38.3% | +33.0% | +20.6% |
| YTD | -13.8% | -54.9% | +41.1% | +29.1% |
| 1Y | -59.8% | -58.8% | -1.0% | -36.9% |
| 3Y | +282.2% | -21.2% | +303.4% | +310.4% |
| 5Y | +112.8% | -3.3% | +116.1% | +106.5% |
| All | +659.5% | +83.9% | +575.6% | +449.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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