+1,120.6%
MSTR vs BAX
+198.8%
+921.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.2% | +12.1% | -13.3% | -4.1% |
| 30D | -15.9% | +7.6% | -23.5% | -17.5% |
| 3M | +33.1% | -4.5% | +37.6% | +34.6% |
| 6M | -31.0% | +52.0% | -83.0% | -38.9% |
| YTD | -15.1% | +35.1% | -50.3% | -23.4% |
| 1Y | -45.6% | +43.7% | -89.4% | -51.9% |
| 3Y | +180.5% | -20.9% | +201.4% | +184.6% |
| 5Y | +61.7% | -63.5% | +125.2% | +100.6% |
| 10Y | +578.0% | -36.0% | +614.0% | +599.9% |
| All | +1,120.6% | +198.8% | +921.9% | +874.0% |
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 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