+89.5%
MSTR vs BBAI
-70.8%
+160.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +9.3% | -1.0% | +10.3% | +9.5% |
| 30D | +36.5% | -10.7% | +47.2% | +38.3% |
| 3M | +7.3% | -32.3% | +39.6% | +11.9% |
| 6M | +2.2% | -31.3% | +33.5% | +6.2% |
| YTD | -10.2% | -45.9% | +35.8% | -4.6% |
| 1Y | -58.6% | -40.0% | -18.6% | -56.8% |
| 3Y | +283.2% | +72.8% | +210.4% | +246.3% |
| 5Y | +113.8% | -70.4% | +184.1% | +109.9% |
| All | +89.5% | -70.8% | +160.3% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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