+237.7%
BAC vs MSTR
+524.4%
-286.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.6% |
| 7D | +2.1% | -10.7% | +12.8% | +3.2% |
| 30D | -6.7% | -21.6% | +14.9% | -4.7% |
| 3M | -20.2% | +24.4% | -44.6% | -22.7% |
| 6M | -0.2% | -35.5% | +35.3% | +2.5% |
| YTD | -6.4% | -20.3% | +13.9% | -7.1% |
| 1Y | -3.1% | -49.3% | +46.2% | +0.5% |
| 3Y | +96.7% | +137.8% | -41.0% | +55.7% |
| 5Y | +21.3% | +48.3% | -27.0% | -6.8% |
| 10Y | +237.7% | +526.8% | -289.1% | +30.1% |
| All | +237.7% | +524.4% | -286.7% | +30.1% |
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