+1,252.0%
MSTR vs B
+277.8%
+974.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | +12.2% | -1.6% | +13.8% | +12.4% |
| 30D | +45.2% | +9.4% | +35.7% | +44.1% |
| 3M | +10.4% | +5.0% | +5.4% | +10.1% |
| 6M | -2.5% | -3.5% | +1.1% | -2.1% |
| YTD | -6.0% | +4.5% | -10.5% | -6.3% |
| 1Y | -56.4% | +67.8% | -124.2% | -58.4% |
| 3Y | +306.3% | +196.7% | +109.6% | +270.0% |
| 5Y | +100.5% | +151.9% | -51.4% | +84.2% |
| 10Y | +741.1% | +202.2% | +538.9% | +662.5% |
| All | +1,252.0% | +277.8% | +974.1% | +1,350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling