-45.5%
MSTR vs BABA
-36.4%
-9.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.5% |
| 7D | -14.2% | -3.6% | -10.6% | -13.0% |
| 30D | -19.9% | -8.4% | -11.5% | -17.0% |
| 3M | +27.3% | -20.6% | +47.9% | +38.1% |
| 6M | -37.6% | -25.4% | -12.2% | -30.0% |
| YTD | -19.5% | -30.1% | +10.6% | -6.9% |
| All | -45.5% | -36.4% | -9.2% | -35.0% |
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