+163.7%
BAC vs MSTR
+1,516.3%
-1,352.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.3% | +5.7% | -2.6% |
| 7D | -2.7% | -8.7% | +6.0% | -1.8% |
| 30D | -8.0% | -21.4% | +13.4% | -5.8% |
| 3M | -20.9% | +31.4% | -52.4% | -24.1% |
| 6M | -5.4% | -30.8% | +25.5% | -3.4% |
| YTD | -8.1% | -14.9% | +6.8% | -9.5% |
| 1Y | -3.1% | -49.3% | +46.2% | +0.6% |
| 3Y | +88.1% | +184.8% | -96.7% | +45.9% |
| 5Y | +19.7% | +62.1% | -42.4% | -9.3% |
| 10Y | +275.9% | +580.0% | -304.1% | +119.8% |
| All | +163.7% | +1,516.3% | -1,352.6% | -5.9% |
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