+572.4%
MSTR vs BA
+32.5%
+539.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.7% | -8.1% |
| 7D | -8.7% | -0.1% | -8.6% | -8.5% |
| 30D | -21.4% | -9.1% | -12.3% | -18.0% |
| 3M | +31.4% | -28.2% | +59.6% | +53.2% |
| 6M | -30.8% | -23.1% | -7.7% | -22.2% |
| YTD | -14.9% | -20.6% | +5.6% | -5.6% |
| 1Y | -49.3% | -12.7% | -36.6% | -46.3% |
| 3Y | +184.8% | -11.6% | +196.4% | +194.8% |
| 5Y | +62.1% | -23.1% | +85.3% | +75.4% |
| All | +572.4% | +32.5% | +539.9% | +584.7% |
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