+554.5%
MSTR vs BB
+33.0%
+521.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -4.4% |
| 7D | -4.0% | +15.0% | -18.9% | -8.3% |
| 30D | -18.6% | +3.5% | -22.1% | -19.5% |
| 3M | +25.6% | +2.7% | +22.9% | +24.3% |
| 6M | -33.1% | +44.7% | -77.8% | -43.5% |
| YTD | -17.3% | +143.3% | -160.6% | -42.0% |
| 1Y | -48.1% | +102.2% | -150.3% | -61.3% |
| 3Y | +154.2% | +156.1% | -1.9% | +67.4% |
| 5Y | +46.2% | -17.6% | +63.8% | +24.7% |
| 10Y | +554.5% | +29.0% | +525.6% | +360.7% |
| All | +554.5% | +33.0% | +521.5% | +360.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling