-49.3%
MSTR vs BABA
-38.2%
-11.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.5% |
| 7D | -10.7% | +2.4% | -13.1% | -11.7% |
| 30D | -21.6% | -7.8% | -13.8% | -19.0% |
| 3M | +24.4% | -22.4% | +46.8% | +36.6% |
| 6M | -35.5% | -26.0% | -9.5% | -27.0% |
| YTD | -20.3% | -29.3% | +9.0% | -8.2% |
| 1Y | -49.3% | -37.5% | -11.8% | -38.6% |
| All | -49.3% | -38.2% | -11.2% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling