+161.9%
BAC vs MSTR
+1,511.6%
-1,349.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 3M | -21.2% | +33.1% | -54.3% | -24.4% |
| 6M | -6.8% | -31.0% | +24.1% | -4.9% |
| YTD | -8.7% | -15.1% | +6.4% | -10.1% |
| 1Y | -5.3% | -45.6% | +40.4% | -2.3% |
| 3Y | +87.4% | +180.5% | -93.1% | +45.7% |
| 5Y | +18.9% | +61.7% | -42.7% | -9.9% |
| 10Y | +273.3% | +578.0% | -304.7% | +118.4% |
| All | +161.9% | +1,511.6% | -1,349.8% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling