+521.9%
MSTR vs BAX
-35.7%
+557.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -14.2% | -0.6% | -13.6% | -14.0% |
| 30D | -19.9% | +6.3% | -26.2% | -21.2% |
| 3M | +27.3% | -4.6% | +31.9% | +28.7% |
| 6M | -37.6% | +50.4% | -88.0% | -44.7% |
| YTD | -19.5% | +38.0% | -57.5% | -28.1% |
| 1Y | -47.1% | +44.6% | -91.7% | -53.6% |
| 3Y | +140.3% | -15.1% | +155.4% | +139.2% |
| 5Y | +49.5% | -63.3% | +112.8% | +85.7% |
| 10Y | +521.9% | -34.4% | +556.2% | +535.5% |
| All | +521.9% | -35.7% | +557.6% | +535.5% |
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