+1,124.1%
MSTR vs B
+240.6%
+883.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.8% | -9.3% |
| 7D | -8.7% | +4.3% | -13.0% | -9.1% |
| 30D | -21.4% | -0.9% | -20.5% | -21.3% |
| 3M | +31.4% | -1.4% | +32.8% | +31.9% |
| 6M | -30.8% | +5.0% | -35.8% | -30.9% |
| YTD | -14.9% | -5.8% | -9.1% | -14.2% |
| 1Y | -49.3% | +25.6% | -74.9% | -50.2% |
| 3Y | +184.8% | +161.6% | +23.2% | +162.7% |
| 5Y | +62.1% | +135.2% | -73.1% | +50.4% |
| 10Y | +580.0% | +170.7% | +409.2% | +523.7% |
| All | +1,124.1% | +240.6% | +883.5% | +1,228.0% |
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