+1,058.3%
MSTR vs BSX
+181.8%
+876.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | -14.2% | -1.5% | -12.7% | -13.8% |
| 30D | -19.9% | +2.9% | -22.8% | -20.9% |
| 3M | +27.3% | -11.8% | +39.2% | +31.9% |
| 6M | -37.6% | -15.4% | -22.1% | -34.9% |
| YTD | -19.5% | -52.7% | +33.2% | +0.4% |
| 1Y | -47.1% | -56.0% | +8.9% | -32.5% |
| 3Y | +140.3% | -12.5% | +152.8% | +145.7% |
| 5Y | +49.5% | +7.6% | +42.0% | +46.9% |
| 10Y | +521.9% | +109.9% | +411.9% | +389.1% |
| All | +1,058.3% | +181.8% | +876.6% | +604.5% |
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