+40.4%
MSTR vs BAX
-64.2%
+104.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -13.4% | +0.1% | -13.5% | -13.4% |
| 30D | -22.1% | +4.1% | -26.1% | -23.0% |
| 3M | +15.0% | -4.5% | +19.5% | +16.5% |
| 6M | -37.3% | +49.2% | -86.5% | -45.7% |
| YTD | -26.5% | +35.2% | -61.8% | -35.6% |
| 1Y | -46.5% | +38.3% | -84.8% | -53.7% |
| 3Y | +121.1% | -19.0% | +140.1% | +122.7% |
| All | +40.4% | -64.2% | +104.6% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling