+690.7%
MSTR vs BAX
-36.7%
+727.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -3.4% |
| 7D | +9.3% | -2.4% | +11.8% | +10.0% |
| 30D | +36.5% | -9.7% | +46.2% | +40.2% |
| 3M | +7.3% | +29.3% | -21.9% | -0.6% |
| 6M | +2.2% | +40.7% | -38.4% | -7.8% |
| YTD | -10.2% | +30.3% | -40.4% | -18.4% |
| 1Y | -58.6% | +3.4% | -62.0% | -59.9% |
| 3Y | +283.2% | -32.0% | +315.2% | +306.9% |
| 5Y | +113.8% | -66.9% | +180.6% | +171.3% |
| 10Y | +690.7% | -37.1% | +727.8% | +724.9% |
| All | +690.7% | -36.7% | +727.5% | +724.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling