+1,252.0%
MSTR vs BA
+638.4%
+613.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +12.2% | +1.2% | +11.0% | +11.6% |
| 30D | +45.2% | -11.6% | +56.8% | +53.0% |
| 3M | +10.4% | -2.4% | +12.8% | +11.1% |
| 6M | -2.5% | -6.6% | +4.1% | +0.1% |
| YTD | -6.0% | -2.2% | -3.8% | -5.3% |
| 1Y | -56.4% | -8.0% | -48.4% | -54.9% |
| 3Y | +306.3% | -5.0% | +311.3% | +308.2% |
| 5Y | +100.5% | -2.7% | +103.2% | +104.2% |
| 10Y | +741.1% | +75.9% | +665.2% | +477.7% |
| All | +1,252.0% | +638.4% | +613.5% | +297.6% |
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