+1,249.5%
MSTR vs BA
+515.8%
+733.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.1% |
| 7D | -1.8% | +5.9% | -7.7% | -4.3% |
| 30D | -13.3% | -8.2% | -5.2% | -10.3% |
| 3M | +46.0% | -25.4% | +71.3% | +65.0% |
| 6M | -22.4% | -20.0% | -2.4% | -15.1% |
| YTD | -6.2% | -18.5% | +12.3% | +2.0% |
| 1Y | -42.3% | -10.6% | -31.7% | -39.8% |
| 3Y | +214.0% | -9.3% | +223.3% | +221.9% |
| 5Y | +78.2% | -16.9% | +95.1% | +93.8% |
| 10Y | +649.6% | +37.9% | +611.7% | +470.4% |
| All | +1,249.5% | +515.8% | +733.7% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling