+1,252.0%
MSTR vs BAX
+199.2%
+1,052.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +12.2% | -1.1% | +13.3% | +12.5% |
| 30D | +45.2% | -5.5% | +50.6% | +47.2% |
| 3M | +10.4% | +33.5% | -23.2% | +1.4% |
| 6M | -2.5% | +35.9% | -38.3% | -11.0% |
| YTD | -6.0% | +35.4% | -41.4% | -15.2% |
| 1Y | -56.4% | +9.8% | -66.2% | -58.5% |
| 3Y | +306.3% | -32.7% | +339.0% | +330.1% |
| 5Y | +100.5% | -65.6% | +166.0% | +152.1% |
| 10Y | +741.1% | -34.9% | +776.0% | +763.9% |
| All | +1,252.0% | +199.2% | +1,052.7% | +978.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling