+49.5%
MSTR vs BSX
+6.3%
+43.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | -14.2% | -1.5% | -12.7% | -13.3% |
| 30D | -19.9% | +2.9% | -22.8% | -22.2% |
| 3M | +27.3% | -11.8% | +39.2% | +37.1% |
| 6M | -37.6% | -15.4% | -22.1% | -32.2% |
| YTD | -19.5% | -52.7% | +33.2% | +40.7% |
| 1Y | -47.1% | -56.0% | +8.9% | -0.6% |
| 3Y | +140.3% | -12.5% | +152.8% | +86.2% |
| 5Y | +49.5% | +7.6% | +42.0% | -17.0% |
| All | +49.5% | +6.3% | +43.2% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling