+181.3%
MSTR vs BABA
+32.7%
+148.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.6% | -11.9% | -10.3% |
| 7D | -8.7% | +8.6% | -17.3% | -11.6% |
| 30D | -21.4% | -1.1% | -20.3% | -21.2% |
| 3M | +31.4% | -15.9% | +47.4% | +39.2% |
| 6M | -30.8% | -17.5% | -13.3% | -26.9% |
| YTD | -14.9% | -25.6% | +10.7% | -6.2% |
| 1Y | -49.3% | -33.8% | -15.5% | -41.7% |
| All | +181.3% | +32.7% | +148.6% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling