-1.5%
BAC vs MSTR
-44.1%
+42.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +3.8% |
| 7D | +1.5% | -1.8% | +3.3% | +1.6% |
| 30D | -4.4% | -13.3% | +8.9% | -4.1% |
| 3M | -17.5% | +46.0% | -63.5% | -18.8% |
| 6M | -0.1% | -22.4% | +22.4% | +1.2% |
| YTD | -4.6% | -6.2% | +1.6% | -7.4% |
| 1Y | -1.5% | -42.3% | +40.8% | -3.3% |
| All | -1.5% | -44.1% | +42.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 1y: compounded portfolio wealth divided by compounded MSTR 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…
1y analysis · Full analysis span regression · 6 months rolling