+554.5%
MSTR vs BAX
-35.6%
+590.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.3% |
| 7D | -4.0% | +9.0% | -13.0% | -6.1% |
| 30D | -18.6% | +8.5% | -27.1% | -20.4% |
| 3M | +25.6% | -4.1% | +29.7% | +26.8% |
| 6M | -33.1% | +46.9% | -80.0% | -40.4% |
| YTD | -17.3% | +38.4% | -55.7% | -26.2% |
| 1Y | -48.1% | +47.0% | -95.1% | -54.7% |
| 3Y | +154.2% | -14.9% | +169.1% | +152.9% |
| 5Y | +46.2% | -62.5% | +108.7% | +80.6% |
| 10Y | +554.5% | -33.9% | +588.4% | +579.6% |
| All | +554.5% | -35.6% | +590.2% | +579.6% |
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