+251.7%
BAC vs MSTR
+568.7%
-317.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.5% |
| 7D | +2.0% | -4.0% | +5.9% | +2.4% |
| 30D | -6.9% | -18.6% | +11.7% | -5.2% |
| 3M | -19.6% | +25.6% | -45.1% | -22.1% |
| 6M | -0.5% | -33.1% | +32.6% | +1.9% |
| YTD | -6.6% | -17.3% | +10.7% | -7.6% |
| 1Y | -3.0% | -48.1% | +45.1% | +0.4% |
| 3Y | +97.3% | +154.2% | -56.9% | +55.0% |
| 5Y | +21.9% | +46.2% | -24.3% | -6.1% |
| 10Y | +251.7% | +554.5% | -302.9% | +35.3% |
| All | +251.7% | +568.7% | -317.0% | +35.3% |
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 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