+142.3%
MSTR vs BAH
-26.8%
+169.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -14.2% | -1.6% | -12.6% | -13.9% |
| 30D | -19.9% | +18.0% | -37.9% | -23.4% |
| 3M | +27.3% | +11.4% | +15.9% | +23.1% |
| 6M | -37.6% | +17.7% | -55.2% | -40.8% |
| YTD | -19.5% | +5.4% | -24.8% | -21.4% |
| 1Y | -47.1% | +2.8% | -49.9% | -48.2% |
| All | +142.3% | -26.8% | +169.1% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling