+282.2%
MSTR vs BBIO
+154.4%
+127.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -8.3% | -3.2% | -5.1% | -7.5% |
| 30D | +38.1% | -13.6% | +51.7% | +43.1% |
| 3M | +9.0% | +7.2% | +1.8% | +6.3% |
| 6M | -5.3% | +1.5% | -6.8% | -6.8% |
| YTD | -13.8% | -5.3% | -8.5% | -14.0% |
| 1Y | -59.8% | +37.7% | -97.5% | -63.5% |
| 3Y | +282.2% | +153.9% | +128.3% | +199.9% |
| All | +282.2% | +154.4% | +127.7% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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