+481.0%
MSTR vs BSX
+106.5%
+374.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.6% |
| 7D | -13.4% | +3.7% | -17.1% | -15.1% |
| 30D | -22.1% | +3.1% | -25.2% | -23.8% |
| 3M | +15.0% | -14.2% | +29.2% | +23.3% |
| 6M | -37.3% | -16.4% | -20.9% | -32.7% |
| YTD | -26.5% | -53.5% | +27.0% | +7.6% |
| 1Y | -46.5% | -57.8% | +11.3% | -17.0% |
| 3Y | +121.1% | -17.4% | +138.5% | +130.4% |
| 5Y | +37.5% | +5.4% | +32.1% | +27.8% |
| All | +481.0% | +106.5% | +374.5% | +308.2% |
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