+570.4%
MSTR vs BA
+33.2%
+537.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | -15.9% | -7.9% | -8.0% | -12.8% |
| 3M | +33.1% | -25.3% | +58.4% | +52.2% |
| 6M | -31.0% | -24.6% | -6.4% | -21.6% |
| YTD | -15.1% | -20.1% | +5.0% | -6.1% |
| 1Y | -45.6% | -11.8% | -33.9% | -42.7% |
| 3Y | +180.5% | -10.1% | +190.6% | +188.3% |
| 5Y | +61.7% | -22.7% | +84.4% | +74.5% |
| All | +570.4% | +33.2% | +537.2% | +581.0% |
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