+548.0%
MSTR vs BAM
+86.2%
+461.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.1% |
| 7D | -1.2% | +9.7% | -10.9% | -9.4% |
| 30D | -15.9% | +19.0% | -34.9% | -28.6% |
| 3M | +33.1% | +0.6% | +32.6% | +32.2% |
| 6M | -31.0% | +11.1% | -42.1% | -37.6% |
| YTD | -15.1% | +4.2% | -19.3% | -18.9% |
| 1Y | -45.6% | +3.3% | -49.0% | -47.7% |
| 3Y | +180.5% | +88.8% | +91.8% | +73.4% |
| All | +548.0% | +86.2% | +461.7% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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