+1,156.3%
MSTR vs IDXX
+10,075.8%
-8,919.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | +7.7% | -4.4% | +12.1% | +9.6% |
| 30D | +36.3% | -13.5% | +49.9% | +44.2% |
| 3M | +13.4% | -11.0% | +24.4% | +18.0% |
| 6M | -4.5% | -15.6% | +11.1% | +1.4% |
| YTD | -12.7% | -23.9% | +11.2% | -3.3% |
| 1Y | -59.6% | -21.4% | -38.2% | -56.2% |
| 3Y | +272.5% | +10.6% | +261.9% | +246.0% |
| 5Y | +107.1% | -23.9% | +131.0% | +125.2% |
| 10Y | +677.4% | +368.4% | +308.9% | +352.1% |
| All | +1,156.3% | +10,075.8% | -8,919.5% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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