+554.5%
MSTR vs BAH
+218.8%
+335.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.1% |
| 7D | -4.0% | -1.5% | -2.5% | -3.6% |
| 30D | -18.6% | +17.3% | -35.9% | -23.0% |
| 3M | +25.6% | +14.9% | +10.7% | +19.1% |
| 6M | -33.1% | +14.2% | -47.3% | -36.9% |
| YTD | -17.3% | +5.1% | -22.5% | -20.5% |
| 1Y | -48.1% | +2.1% | -50.2% | -49.7% |
| 3Y | +154.2% | -26.0% | +180.2% | +164.0% |
| 5Y | +46.2% | +9.0% | +37.2% | +30.1% |
| 10Y | +554.5% | +208.8% | +345.7% | +347.9% |
| All | +554.5% | +218.8% | +335.8% | +347.9% |
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