+304.5%
MSTR vs BB
+59.1%
+245.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -5.6% | +17.8% | +14.7% |
| 30D | +45.2% | -11.8% | +57.0% | +51.8% |
| 3M | +10.4% | -25.5% | +35.9% | +19.7% |
| 6M | -2.5% | +121.3% | -123.8% | -36.3% |
| YTD | -6.0% | +103.2% | -109.2% | -36.0% |
| 1Y | -56.4% | +102.6% | -159.0% | -70.6% |
| All | +304.5% | +59.1% | +245.4% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling