+617.7%
MSTR vs BAM
+78.0%
+539.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -2.0% |
| 7D | +12.2% | -2.0% | +14.1% | +14.5% |
| 30D | +45.2% | -2.9% | +48.1% | +48.9% |
| 3M | +10.4% | +9.4% | +1.0% | +1.1% |
| 6M | -2.5% | +10.8% | -13.2% | -11.3% |
| YTD | -6.0% | -0.4% | -5.6% | -6.3% |
| 1Y | -56.4% | -10.9% | -45.5% | -52.0% |
| 3Y | +306.3% | +61.3% | +245.0% | +179.9% |
| All | +617.7% | +78.0% | +539.7% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling