+495.5%
MSTR vs B
+218.7%
+276.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.1% | -3.4% | -5.5% |
| 7D | -11.5% | -6.2% | -5.3% | -9.8% |
| 30D | -24.8% | -6.6% | -18.2% | -23.2% |
| 3M | +20.6% | -7.9% | +28.5% | +24.3% |
| 6M | -38.0% | -16.8% | -21.2% | -34.3% |
| YTD | -24.7% | -11.7% | -13.0% | -21.8% |
| 1Y | -49.1% | +3.5% | -52.5% | -49.3% |
| 3Y | +124.7% | +165.7% | -41.0% | +73.1% |
| 5Y | +40.9% | +108.4% | -67.5% | +12.7% |
| All | +495.5% | +218.7% | +276.9% | +366.7% |
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