+55.3%
BE vs MSTR
-44.1%
+99.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.1% | -11.5% | -8.1% |
| 7D | -12.1% | -1.8% | -10.3% | -11.6% |
| 30D | -30.1% | -13.3% | -16.8% | -26.6% |
| 3M | -12.1% | +46.0% | -58.1% | -26.6% |
| 6M | -30.6% | -22.4% | -8.1% | -25.8% |
| YTD | +130.6% | -6.2% | +136.8% | +119.7% |
| 1Y | +55.3% | -42.3% | +97.6% | +115.0% |
| All | +55.3% | -44.1% | +99.4% | +115.0% |
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