-3.5%
BAC vs MSTR
-48.3%
+44.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.9% | -14.2% | +12.3% | -1.2% |
| 30D | -7.2% | -19.9% | +12.7% | -6.4% |
| 3M | -20.4% | +27.3% | -47.8% | -21.4% |
| 6M | +1.3% | -37.6% | +38.8% | +3.9% |
| YTD | -6.4% | -19.5% | +13.1% | -8.6% |
| 1Y | -3.5% | -47.1% | +43.6% | -3.2% |
| All | -3.5% | -48.3% | +44.8% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling