+181.3%
MSTR vs BA
-11.9%
+193.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.7% | -7.7% |
| 7D | -8.7% | -0.1% | -8.6% | -8.5% |
| 30D | -21.4% | -9.1% | -12.3% | -16.9% |
| 3M | +31.4% | -28.2% | +59.6% | +61.2% |
| 6M | -30.8% | -23.1% | -7.7% | -19.3% |
| YTD | -14.9% | -20.6% | +5.6% | -2.7% |
| 1Y | -49.3% | -12.7% | -36.6% | -45.6% |
| All | +181.3% | -11.9% | +193.2% | +170.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling