+62.1%
MSTR vs B
+143.5%
-81.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.8% | -9.6% |
| 7D | -8.7% | +4.3% | -13.0% | -10.7% |
| 30D | -21.4% | -0.9% | -20.5% | -21.0% |
| 3M | +31.4% | -1.4% | +32.8% | +33.1% |
| 6M | -30.8% | +5.0% | -35.8% | -32.0% |
| YTD | -14.9% | -5.8% | -9.1% | -13.1% |
| 1Y | -49.3% | +25.6% | -74.9% | -54.8% |
| 3Y | +184.8% | +161.6% | +23.2% | +66.1% |
| 5Y | +62.1% | +135.2% | -73.1% | -0.6% |
| All | +62.1% | +143.5% | -81.4% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling