+97.3%
BAC vs MSTR
+152.0%
-54.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.4% |
| 7D | +2.0% | -4.0% | +5.9% | +2.2% |
| 30D | -6.9% | -18.6% | +11.7% | -5.9% |
| 3M | -19.6% | +25.6% | -45.1% | -21.1% |
| 6M | -0.5% | -33.1% | +32.6% | +1.2% |
| YTD | -6.6% | -17.3% | +10.7% | -7.2% |
| 1Y | -3.0% | -48.1% | +45.1% | -0.7% |
| 3Y | +97.3% | +154.2% | -56.9% | +88.1% |
| All | +97.3% | +152.0% | -54.7% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling