+554.5%
MSTR vs BA
+31.3%
+523.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -4.0% | -1.7% | -2.2% | -3.0% |
| 30D | -18.6% | -9.5% | -9.2% | -14.9% |
| 3M | +25.6% | -26.5% | +52.0% | +44.7% |
| 6M | -33.1% | -27.4% | -5.7% | -22.5% |
| YTD | -17.3% | -20.6% | +3.3% | -8.2% |
| 1Y | -48.1% | -11.4% | -36.7% | -45.4% |
| 3Y | +154.2% | -10.8% | +165.0% | +162.2% |
| 5Y | +46.2% | -21.9% | +68.1% | +57.6% |
| 10Y | +554.5% | +28.1% | +526.4% | +577.1% |
| All | +554.5% | +31.3% | +523.2% | +577.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling