+46.2%
MSTR vs BABA
-30.9%
+77.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -0.7% |
| 7D | -4.0% | +3.8% | -7.8% | -5.9% |
| 30D | -18.6% | -5.4% | -13.2% | -16.6% |
| 3M | +25.6% | -17.9% | +43.5% | +37.1% |
| 6M | -33.1% | -24.1% | -9.0% | -24.9% |
| YTD | -17.3% | -27.4% | +10.1% | -5.4% |
| 1Y | -48.1% | -36.1% | -12.0% | -36.7% |
| 3Y | +154.2% | +35.4% | +118.8% | +93.8% |
| 5Y | +46.2% | -30.1% | +76.3% | +37.0% |
| All | +46.2% | -30.9% | +77.1% | +37.0% |
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 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