+570.4%
MSTR vs BAH
+220.7%
+349.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +1.1% |
| 7D | -1.2% | -3.5% | +2.3% | -0.2% |
| 30D | -15.9% | +24.3% | -40.2% | -22.0% |
| 3M | +33.1% | +16.3% | +16.8% | +25.8% |
| 6M | -31.0% | +13.6% | -44.6% | -34.9% |
| YTD | -15.1% | +3.5% | -18.6% | -17.9% |
| 1Y | -45.6% | +2.7% | -48.3% | -47.5% |
| 3Y | +180.5% | -26.6% | +207.1% | +192.0% |
| 5Y | +61.7% | +8.5% | +53.1% | +44.3% |
| All | +570.4% | +220.7% | +349.7% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling