-58.6%
MSTR vs BAH
-27.4%
-31.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -4.2% |
| 7D | +9.3% | -4.3% | +13.7% | +10.5% |
| 30D | +36.5% | -4.5% | +41.0% | +37.8% |
| 3M | +7.3% | -7.6% | +14.9% | +9.2% |
| 6M | +2.2% | -10.6% | +12.8% | +4.6% |
| YTD | -10.2% | -12.6% | +2.4% | -6.9% |
| 1Y | -58.6% | -27.0% | -31.6% | -54.5% |
| All | -58.6% | -27.4% | -31.2% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling