-56.4%
MSTR vs BAX
+9.9%
-66.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | +12.2% | -1.1% | +13.3% | +12.4% |
| 30D | +45.2% | -5.5% | +50.6% | +46.5% |
| 3M | +10.4% | +33.5% | -23.2% | +4.5% |
| 6M | -2.5% | +35.9% | -38.3% | -9.2% |
| YTD | -6.0% | +35.4% | -41.4% | -14.9% |
| 1Y | -56.4% | +9.8% | -66.2% | -55.0% |
| All | -56.4% | +9.9% | -66.3% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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