+217.6%
BAC vs MSTR
+461.5%
-243.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.2% |
| 7D | +3.2% | -13.4% | +16.7% | +4.6% |
| 30D | -0.7% | -22.1% | +21.4% | +1.5% |
| 3M | -20.0% | +15.0% | -34.9% | -21.9% |
| 6M | +3.4% | -37.3% | +40.7% | +6.5% |
| YTD | -5.7% | -26.5% | +20.8% | -5.8% |
| 1Y | -1.4% | -46.5% | +45.0% | +1.6% |
| 3Y | +97.9% | +121.1% | -23.2% | +57.6% |
| 5Y | +22.9% | +37.5% | -14.6% | -5.0% |
| All | +217.6% | +461.5% | -243.9% | +21.5% |
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