+737.9%
BE vs MSTR
+817.2%
-79.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.1% | +11.9% | +12.6% |
| 7D | +4.5% | -14.2% | +18.7% | +10.3% |
| 30D | -20.1% | -19.9% | -0.3% | -13.8% |
| 3M | -0.8% | +27.3% | -28.2% | -10.8% |
| 6M | -26.2% | -37.6% | +11.3% | -17.0% |
| YTD | +141.1% | -19.5% | +160.6% | +142.7% |
| 1Y | +64.8% | -47.1% | +112.0% | +91.2% |
| 3Y | +1,887.4% | +140.3% | +1,747.1% | +908.6% |
| 5Y | +518.1% | +49.5% | +468.6% | +205.8% |
| All | +737.9% | +817.2% | -79.4% | -25.9% |
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 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