+399.1%
BAC vs MSTR
+739.0%
-339.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +1.1% | +12.2% | -11.1% | -0.2% |
| 30D | -0.4% | +45.2% | -45.6% | -4.5% |
| 3M | +16.9% | +10.4% | +6.5% | +14.6% |
| 6M | +26.6% | -2.5% | +29.1% | +24.9% |
| YTD | +15.8% | -6.0% | +21.8% | +13.6% |
| 1Y | +27.2% | -56.4% | +83.6% | +34.2% |
| 3Y | +132.4% | +306.3% | -173.9% | +73.3% |
| 5Y | +72.6% | +100.5% | -27.9% | +28.3% |
| All | +399.1% | +739.0% | -339.9% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling