+1,803.2%
BE vs MSTR
+127.9%
+1,675.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.5% | +2.9% | -1.9% |
| 7D | +20.5% | -11.5% | +32.1% | +24.3% |
| 30D | -23.4% | -24.8% | +1.5% | -17.3% |
| 3M | -14.9% | +20.6% | -35.5% | -20.1% |
| 6M | -28.1% | -38.0% | +9.9% | -21.1% |
| YTD | +132.4% | -24.7% | +157.1% | +138.6% |
| 1Y | +59.4% | -49.1% | +108.4% | +79.1% |
| All | +1,803.2% | +127.9% | +1,675.3% | +1,480.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling