+911.5%
BE vs MSTR
+970.5%
-59.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.7% | +7.8% |
| 7D | +20.0% | +12.2% | +7.8% | +15.0% |
| 30D | +7.9% | +45.2% | -37.3% | -6.0% |
| 3M | -13.2% | +10.4% | -23.6% | -17.8% |
| 6M | +53.5% | -2.5% | +55.9% | +50.1% |
| YTD | +191.0% | -6.0% | +197.0% | +181.6% |
| 1Y | +360.5% | -56.4% | +416.9% | +472.8% |
| 3Y | +1,568.0% | +306.3% | +1,261.7% | +600.7% |
| 5Y | +1,055.2% | +100.5% | +954.7% | +421.9% |
| All | +911.5% | +970.5% | -59.1% | -14.0% |
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 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