+593.0%
BE vs MSTR
+866.6%
-273.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | -14.7% | -1.2% | -13.5% | -14.1% |
| 30D | -40.5% | -15.9% | -24.6% | -36.7% |
| 3M | -24.3% | +33.1% | -57.5% | -32.9% |
| 6M | -39.3% | -31.0% | -8.3% | -33.8% |
| YTD | +99.4% | -15.1% | +114.5% | +97.4% |
| 1Y | +26.6% | -45.6% | +72.2% | +45.6% |
| 3Y | +1,616.9% | +180.5% | +1,436.4% | +723.1% |
| 5Y | +441.4% | +61.7% | +379.7% | +161.3% |
| All | +593.0% | +866.6% | -273.6% | -39.7% |
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