+120.4%
MSTR vs BAH
-3.4%
+123.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +12.2% | -3.2% | +15.4% | +13.6% |
| 30D | +45.2% | +2.0% | +43.2% | +43.8% |
| 3M | +10.4% | -7.6% | +18.0% | +13.0% |
| 6M | -2.5% | -5.7% | +3.2% | -2.4% |
| YTD | -6.0% | -11.7% | +5.7% | -3.2% |
| 1Y | -56.4% | -27.4% | -29.0% | -51.6% |
| 3Y | +306.3% | -32.5% | +338.8% | +315.1% |
| All | +120.4% | -3.4% | +123.8% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling