+570.4%
MSTR vs BB
+23.8%
+546.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.8% |
| 7D | -1.2% | +3.8% | -5.0% | -2.4% |
| 30D | -15.9% | -0.3% | -15.6% | -15.7% |
| 3M | +33.1% | -0.5% | +33.6% | +33.3% |
| 6M | -31.0% | +45.9% | -76.9% | -41.8% |
| YTD | -15.1% | +130.6% | -145.8% | -39.3% |
| 1Y | -45.6% | +89.2% | -134.8% | -58.6% |
| 3Y | +180.5% | +137.5% | +43.0% | +89.3% |
| 5Y | +61.7% | -20.9% | +82.6% | +40.3% |
| All | +570.4% | +23.8% | +546.6% | +381.7% |
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