+526.8%
MSTR vs BB
+28.9%
+497.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | -10.7% | +11.6% | -22.3% | -14.0% |
| 30D | -21.6% | +2.6% | -24.1% | -22.2% |
| 3M | +24.4% | +3.5% | +20.9% | +22.8% |
| 6M | -35.5% | +43.5% | -78.9% | -45.3% |
| YTD | -20.3% | +141.2% | -161.5% | -43.9% |
| 1Y | -49.3% | +97.4% | -146.7% | -61.9% |
| 3Y | +137.8% | +151.1% | -13.3% | +57.5% |
| 5Y | +48.3% | -12.8% | +61.1% | +25.6% |
| 10Y | +526.8% | +27.5% | +499.3% | +342.5% |
| All | +526.8% | +28.9% | +497.9% | +342.5% |
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