-46.5%
MSTR vs BA
-12.3%
-34.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -13.4% | -1.1% | -12.3% | -12.8% |
| 30D | -22.1% | -7.1% | -14.9% | -19.0% |
| 3M | +15.0% | -25.5% | +40.5% | +37.3% |
| 6M | -37.3% | -28.7% | -8.6% | -22.8% |
| YTD | -26.5% | -21.0% | -5.5% | -15.5% |
| 1Y | -46.5% | -11.9% | -34.6% | -42.3% |
| All | -46.5% | -12.3% | -34.1% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling