+275.2%
MSTR vs JHX
-5.4%
+280.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.3% |
| 7D | -11.2% | -4.9% | -6.4% | -9.8% |
| 30D | +33.8% | -9.3% | +43.1% | +38.1% |
| 3M | +11.5% | +28.1% | -16.6% | +3.1% |
| 6M | -7.2% | +35.2% | -42.4% | -16.2% |
| YTD | -15.4% | +35.9% | -51.2% | -24.0% |
| 1Y | -60.6% | +42.5% | -103.1% | -65.5% |
| All | +275.2% | -5.4% | +280.6% | +278.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling