+263.2%
BAC vs MSTR
+568.1%
-304.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -7.7% | -15.9% | +8.3% | -6.2% |
| 3M | -21.2% | +33.1% | -54.3% | -24.1% |
| 6M | -6.8% | -31.0% | +24.1% | -5.0% |
| YTD | -8.7% | -15.1% | +6.4% | -9.9% |
| 1Y | -5.3% | -45.6% | +40.4% | -2.4% |
| 3Y | +87.4% | +180.5% | -93.1% | +45.5% |
| 5Y | +18.9% | +61.7% | -42.7% | -9.5% |
| All | +263.2% | +568.1% | -304.9% | +38.4% |
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