+876.4%
MSTR vs BB
+258.8%
+617.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +12.2% | -5.6% | +17.8% | +14.1% |
| 30D | +45.2% | -11.8% | +57.0% | +50.3% |
| 3M | +10.4% | -25.5% | +35.9% | +17.4% |
| 6M | -2.5% | +121.3% | -123.8% | -25.0% |
| YTD | -6.0% | +103.2% | -109.2% | -25.7% |
| 1Y | -56.4% | +102.6% | -159.0% | -65.7% |
| 3Y | +306.3% | +37.5% | +268.8% | +239.7% |
| 5Y | +100.5% | -30.4% | +130.9% | +104.7% |
| 10Y | +741.1% | 0.0% | +741.1% | +518.4% |
| All | +876.4% | +258.8% | +617.6% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling