+1,492.7%
MSTR vs BAH
+886.2%
+606.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | +12.2% | -3.2% | +15.4% | +13.4% |
| 30D | +45.2% | +2.0% | +43.2% | +44.1% |
| 3M | +10.4% | -7.6% | +18.0% | +12.5% |
| 6M | -2.5% | -5.7% | +3.2% | -2.3% |
| YTD | -6.0% | -11.7% | +5.7% | -3.7% |
| 1Y | -56.4% | -27.4% | -29.0% | -52.6% |
| 3Y | +306.3% | -32.5% | +338.8% | +336.7% |
| 5Y | +100.5% | -3.3% | +103.8% | +90.9% |
| 10Y | +741.1% | +186.0% | +555.1% | +450.7% |
| All | +1,492.7% | +886.2% | +606.5% | +546.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling