+521.9%
MSTR vs BAH
+211.3%
+310.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -14.2% | -1.6% | -12.6% | -13.8% |
| 30D | -19.9% | +18.0% | -37.9% | -24.3% |
| 3M | +27.3% | +11.4% | +15.9% | +22.0% |
| 6M | -37.6% | +17.7% | -55.2% | -41.7% |
| YTD | -19.5% | +5.4% | -24.8% | -22.6% |
| 1Y | -47.1% | +2.8% | -49.9% | -48.9% |
| 3Y | +140.3% | -26.7% | +166.9% | +150.4% |
| 5Y | +49.5% | +8.1% | +41.4% | +33.4% |
| 10Y | +521.9% | +202.5% | +319.3% | +331.4% |
| All | +521.9% | +211.3% | +310.5% | +331.4% |
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