-21.4%
MSTR vs B
+0.3%
-21.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.8% | -9.7% |
| 7D | -8.7% | +4.3% | -13.0% | -11.7% |
| 30D | -21.4% | -0.9% | -20.5% | -19.6% |
| All | -21.4% | +0.3% | -21.7% | -21.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling