+690.7%
MSTR vs BBWI
-56.0%
+746.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.5% |
| 7D | +9.3% | +1.6% | +7.8% | +8.9% |
| 30D | +36.5% | -6.2% | +42.7% | +38.0% |
| 3M | +7.3% | +4.3% | +3.0% | +4.3% |
| 6M | +2.2% | -7.2% | +9.4% | +1.8% |
| YTD | -10.2% | -3.0% | -7.1% | -11.6% |
| 1Y | -58.6% | -30.8% | -27.9% | -55.7% |
| 3Y | +283.2% | -43.4% | +326.6% | +322.2% |
| 5Y | +113.8% | -66.7% | +180.5% | +159.9% |
| 10Y | +690.7% | -55.7% | +746.4% | +715.5% |
| All | +690.7% | -56.0% | +746.7% | +715.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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