+20.6%
BAC vs MSTR
+50.6%
-30.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.9% | -14.2% | +12.3% | -0.6% |
| 30D | -7.2% | -19.9% | +12.7% | -5.6% |
| 3M | -20.4% | +27.3% | -47.8% | -22.7% |
| 6M | +1.3% | -37.6% | +38.8% | +4.0% |
| YTD | -6.4% | -19.5% | +13.1% | -7.1% |
| 1Y | -3.5% | -47.1% | +43.6% | -0.7% |
| 3Y | +96.7% | +140.3% | -43.6% | +60.4% |
| 5Y | +20.6% | +49.5% | -28.9% | -7.5% |
| All | +20.6% | +50.6% | -30.0% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling