+956.8%
MSTR vs BSX
+176.9%
+779.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -13.4% | +3.7% | -17.1% | -14.5% |
| 30D | -22.1% | +3.1% | -25.2% | -23.1% |
| 3M | +15.0% | -14.2% | +29.2% | +20.2% |
| 6M | -37.3% | -16.4% | -20.9% | -34.4% |
| YTD | -26.5% | -53.5% | +27.0% | -7.8% |
| 1Y | -46.5% | -57.8% | +11.3% | -30.7% |
| 3Y | +121.1% | -17.4% | +138.5% | +130.7% |
| 5Y | +37.5% | +5.4% | +32.1% | +36.1% |
| 10Y | +467.3% | +106.2% | +361.1% | +349.0% |
| All | +956.8% | +176.9% | +779.9% | +546.8% |
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