+536.9%
MSTR vs BB
+28.6%
+508.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.1% |
| 7D | -14.2% | +7.3% | -21.5% | -16.2% |
| 30D | -19.9% | +11.2% | -31.1% | -22.6% |
| 3M | +27.3% | +4.7% | +22.7% | +25.2% |
| 6M | -37.6% | +51.1% | -88.7% | -48.0% |
| YTD | -19.5% | +148.0% | -167.5% | -43.8% |
| 1Y | -47.1% | +106.1% | -153.3% | -60.9% |
| 3Y | +140.3% | +158.2% | -18.0% | +57.7% |
| 5Y | +49.5% | -10.8% | +60.3% | +25.5% |
| All | +536.9% | +28.6% | +508.3% | +347.7% |
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