+940.1%
MSTR vs BABA
+29.8%
+910.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | +12.2% | -4.8% | +16.9% | +14.2% |
| 30D | +45.2% | -11.9% | +57.1% | +51.1% |
| 3M | +10.4% | -9.3% | +19.6% | +13.3% |
| 6M | -2.5% | -14.2% | +11.8% | +1.8% |
| YTD | -6.0% | -22.0% | +16.0% | +1.7% |
| 1Y | -56.4% | -12.7% | -43.7% | -55.1% |
| 3Y | +306.3% | +26.7% | +279.6% | +248.6% |
| 5Y | +100.5% | -29.3% | +129.8% | +94.8% |
| 10Y | +741.1% | +21.2% | +719.8% | +611.9% |
| All | +940.1% | +29.8% | +910.3% | +744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling