-49.1%
MSTR vs BAM
-1.5%
-47.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -4.5% |
| 7D | -11.5% | -2.0% | -9.5% | -9.9% |
| 30D | -24.8% | +13.7% | -38.5% | -33.3% |
| 3M | +20.6% | -4.8% | +25.4% | +25.6% |
| 6M | -38.0% | +7.6% | -45.6% | -42.2% |
| YTD | -24.7% | +1.2% | -25.9% | -29.0% |
| 1Y | -49.1% | -2.3% | -46.8% | -50.4% |
| All | -49.1% | -1.5% | -47.5% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling