+308.9%
MSTR vs B
+198.7%
+110.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.4% |
| 7D | +12.2% | -1.6% | +13.8% | +13.2% |
| 30D | +45.2% | +9.4% | +35.7% | +40.6% |
| 3M | +10.4% | +5.0% | +5.4% | +8.5% |
| 6M | -2.5% | -3.5% | +1.1% | -1.6% |
| YTD | -6.0% | +4.5% | -10.5% | -8.2% |
| 1Y | -56.4% | +67.8% | -124.2% | -64.9% |
| All | +308.9% | +198.7% | +110.1% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling