+570.4%
MSTR vs B
+183.2%
+387.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.2% | +9.6% | -10.8% | -4.0% |
| 30D | -15.9% | +3.5% | -19.5% | -16.8% |
| 3M | +33.1% | -1.6% | +34.7% | +34.4% |
| 6M | -31.0% | -1.7% | -29.3% | -30.2% |
| YTD | -15.1% | -5.3% | -9.8% | -13.7% |
| 1Y | -45.6% | +27.2% | -72.9% | -48.8% |
| 3Y | +180.5% | +166.1% | +14.4% | +115.5% |
| 5Y | +61.7% | +136.5% | -74.8% | +26.3% |
| All | +570.4% | +183.2% | +387.2% | +417.2% |
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