+62.1%
MSTR vs BABA
-30.3%
+92.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.6% | -11.9% | -10.6% |
| 7D | -8.7% | +8.6% | -17.3% | -12.5% |
| 30D | -21.4% | -1.1% | -20.3% | -21.2% |
| 3M | +31.4% | -15.9% | +47.4% | +41.8% |
| 6M | -30.8% | -17.5% | -13.3% | -25.8% |
| YTD | -14.9% | -25.6% | +10.7% | -3.8% |
| 1Y | -49.3% | -33.8% | -15.5% | -39.2% |
| 3Y | +184.8% | +34.6% | +150.2% | +118.0% |
| 5Y | +62.1% | -27.7% | +89.8% | +52.2% |
| All | +62.1% | -30.3% | +92.4% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling