+549.8%
MSTR vs BAM
+84.5%
+465.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.2% | -6.5% |
| 7D | -8.7% | +7.9% | -16.6% | -15.0% |
| 30D | -21.4% | +16.0% | -37.5% | -31.6% |
| 3M | +31.4% | +0.6% | +30.8% | +30.4% |
| 6M | -30.8% | +10.5% | -41.3% | -37.1% |
| YTD | -14.9% | +3.2% | -18.1% | -17.9% |
| 1Y | -49.3% | +1.0% | -50.3% | -50.2% |
| 3Y | +184.8% | +84.2% | +100.6% | +79.2% |
| All | +549.8% | +84.5% | +465.3% | +285.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling