+126.6%
MSTR vs BAX
-18.2%
+144.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -6.0% |
| 7D | -11.5% | +0.4% | -11.9% | -11.6% |
| 30D | -24.8% | +3.4% | -28.2% | -25.3% |
| 3M | +20.6% | -4.5% | +25.1% | +21.8% |
| 6M | -38.0% | +44.0% | -82.0% | -43.1% |
| YTD | -24.7% | +34.9% | -59.6% | -31.2% |
| 1Y | -49.1% | +37.9% | -87.0% | -53.8% |
| All | +126.6% | -18.2% | +144.8% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling