+49.9%
MSTR vs BB
-20.8%
+70.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -2.7% |
| 7D | -1.2% | +3.8% | -5.0% | -3.2% |
| 30D | -15.9% | -0.3% | -15.6% | -15.9% |
| 3M | +33.1% | -0.5% | +33.6% | +32.5% |
| 6M | -31.0% | +45.9% | -76.9% | -50.4% |
| YTD | -15.1% | +130.6% | -145.8% | -55.2% |
| 1Y | -45.6% | +89.2% | -134.8% | -67.7% |
| 3Y | +180.5% | +137.5% | +43.0% | +22.1% |
| All | +49.9% | -20.8% | +70.8% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling