+481.0%
MSTR vs HON
+154.5%
+326.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -13.4% | +1.4% | -14.8% | -14.4% |
| 30D | -22.1% | +7.5% | -29.6% | -25.9% |
| 3M | +15.0% | -4.3% | +19.3% | +18.3% |
| 6M | -37.3% | -1.5% | -35.8% | -38.1% |
| YTD | -26.5% | +10.5% | -37.1% | -33.9% |
| 1Y | -46.5% | +8.5% | -55.0% | -51.3% |
| 3Y | +121.1% | +28.0% | +93.0% | +77.1% |
| 5Y | +37.5% | +12.0% | +25.5% | +23.1% |
| All | +481.0% | +154.5% | +326.5% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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