+304.5%
MSTR vs BAX
-31.1%
+335.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +46.8% |
| 3M | +10.4% | +33.5% | -23.2% | +3.2% |
| 6M | -2.5% | +35.9% | -38.3% | -9.6% |
| YTD | -6.0% | +35.4% | -41.4% | -14.1% |
| 1Y | -56.4% | +9.8% | -66.2% | -57.8% |
| All | +304.5% | -31.1% | +335.6% | +328.0% |
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 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