+1,252.0%
MSTR vs BSX
+198.5%
+1,053.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.0% |
| 7D | +12.2% | +2.0% | +10.1% | +11.2% |
| 30D | +45.2% | +0.1% | +45.0% | +44.5% |
| 3M | +10.4% | -2.1% | +12.5% | +10.4% |
| 6M | -2.5% | -33.8% | +31.3% | +10.4% |
| YTD | -6.0% | -49.9% | +43.8% | +15.4% |
| 1Y | -56.4% | -55.4% | -1.0% | -44.6% |
| 3Y | +306.3% | -10.9% | +317.1% | +314.1% |
| 5Y | +100.5% | +6.4% | +94.1% | +97.7% |
| 10Y | +741.1% | +97.0% | +644.1% | +573.2% |
| All | +1,252.0% | +198.5% | +1,053.5% | +709.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling