+675.5%
BE vs MSTR
+841.5%
-166.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.6% | +14.5% | +12.8% |
| 7D | -1.2% | -4.0% | +2.7% | +0.3% |
| 30D | -30.9% | -18.6% | -12.3% | -25.8% |
| 3M | -11.6% | +25.6% | -37.2% | -20.1% |
| 6M | -25.7% | -33.1% | +7.3% | -18.3% |
| YTD | +123.1% | -17.3% | +140.5% | +122.6% |
| 1Y | +43.4% | -48.1% | +91.5% | +67.3% |
| 3Y | +1,683.6% | +154.2% | +1,529.4% | +785.9% |
| 5Y | +465.4% | +46.2% | +419.2% | +182.2% |
| All | +675.5% | +841.5% | -166.0% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling