+137.8%
MSTR vs BA
-11.1%
+148.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.0% |
| 7D | -10.7% | 0.0% | -10.8% | -10.6% |
| 30D | -21.6% | -8.9% | -12.6% | -17.2% |
| 3M | +24.4% | -25.5% | +49.9% | +48.8% |
| 6M | -35.5% | -27.0% | -8.5% | -22.1% |
| YTD | -20.3% | -20.1% | -0.2% | -9.2% |
| 1Y | -49.3% | -11.0% | -38.3% | -46.3% |
| 3Y | +137.8% | -11.8% | +149.6% | +116.0% |
| All | +137.8% | -11.1% | +148.9% | +116.0% |
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