+495.5%
MSTR vs BA
+24.8%
+470.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -5.7% |
| 7D | -11.5% | -0.6% | -11.0% | -11.2% |
| 30D | -24.8% | -8.0% | -16.8% | -22.0% |
| 3M | +20.6% | -25.8% | +46.4% | +38.4% |
| 6M | -38.0% | -27.6% | -10.4% | -28.1% |
| YTD | -24.7% | -21.0% | -3.7% | -16.2% |
| 1Y | -49.1% | -12.3% | -36.8% | -46.1% |
| 3Y | +124.7% | -12.8% | +137.5% | +134.2% |
| 5Y | +40.9% | -22.4% | +63.3% | +52.3% |
| All | +495.5% | +24.8% | +470.7% | +512.5% |
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