+659.5%
MSTR vs JHX
+106.3%
+553.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | -8.3% | -6.3% | -2.0% | -5.5% |
| 30D | +38.1% | -7.7% | +45.9% | +43.7% |
| 3M | +9.0% | +19.2% | -10.2% | 0.0% |
| 6M | -5.3% | +38.3% | -43.6% | -19.9% |
| YTD | -13.8% | +37.2% | -51.0% | -27.4% |
| 1Y | -59.8% | +42.3% | -102.1% | -67.2% |
| 3Y | +282.2% | -4.4% | +286.6% | +233.3% |
| 5Y | +112.8% | -26.4% | +139.1% | +105.6% |
| All | +659.5% | +106.3% | +553.2% | +430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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