+570.4%
MSTR vs BABA
+16.2%
+554.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -1.2% | +11.6% | -12.8% | -5.8% |
| 30D | -15.9% | +2.3% | -18.2% | -16.9% |
| 3M | +33.1% | -13.7% | +46.8% | +40.3% |
| 6M | -31.0% | -21.9% | -9.1% | -24.9% |
| YTD | -15.1% | -24.6% | +9.5% | -6.4% |
| 1Y | -45.6% | -34.1% | -11.5% | -36.6% |
| 3Y | +180.5% | +36.3% | +144.3% | +130.4% |
| 5Y | +61.7% | -26.7% | +88.4% | +56.3% |
| All | +570.4% | +16.2% | +554.2% | +476.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling