-47.1%
MSTR vs B
+13.3%
-60.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +2.0% |
| 7D | -14.2% | -2.7% | -11.5% | -13.0% |
| 30D | -19.9% | -4.3% | -15.5% | -17.9% |
| 3M | +27.3% | -2.3% | +29.6% | +30.4% |
| 6M | -37.6% | -16.2% | -21.3% | -32.0% |
| YTD | -19.5% | -8.8% | -10.7% | -18.1% |
| 1Y | -47.1% | +11.4% | -58.5% | -50.4% |
| All | -47.1% | +13.3% | -60.4% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling