+554.5%
MSTR vs B
+183.2%
+371.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -3.9% |
| 7D | -4.0% | +11.3% | -15.3% | -7.2% |
| 30D | -18.6% | +2.9% | -21.6% | -19.3% |
| 3M | +25.6% | -2.9% | +28.4% | +27.0% |
| 6M | -33.1% | -1.2% | -31.8% | -32.6% |
| YTD | -17.3% | -1.3% | -16.0% | -17.1% |
| 1Y | -48.1% | +30.4% | -78.5% | -51.6% |
| 3Y | +154.2% | +195.3% | -41.1% | +90.3% |
| 5Y | +46.2% | +146.2% | -100.0% | +12.8% |
| 10Y | +554.5% | +200.5% | +354.1% | +398.7% |
| All | +554.5% | +183.2% | +371.3% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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