+6,162.4%
MSTR vs JHX
+2,357.9%
+3,804.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.8% |
| 7D | +9.3% | +4.5% | +4.8% | +7.9% |
| 30D | +36.5% | -1.2% | +37.7% | +37.3% |
| 3M | +7.3% | +32.8% | -25.4% | -2.6% |
| 6M | +2.2% | +41.2% | -38.9% | -9.6% |
| YTD | -10.2% | +43.9% | -54.1% | -21.4% |
| 1Y | -58.6% | +48.0% | -106.7% | -64.5% |
| 3Y | +283.2% | +1.2% | +282.0% | +249.4% |
| 5Y | +113.8% | -22.6% | +136.4% | +114.7% |
| 10Y | +690.7% | +111.5% | +579.3% | +494.5% |
| All | +6,162.4% | +2,357.9% | +3,804.5% | +1,850.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling