+142.3%
MSTR vs BBWI
-22.8%
+165.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | -14.2% | -7.7% | -6.4% | -11.6% |
| 30D | -19.9% | +24.8% | -44.6% | -26.4% |
| 3M | +27.3% | +16.2% | +11.1% | +18.4% |
| 6M | -37.6% | +15.8% | -53.4% | -42.9% |
| YTD | -19.5% | +11.4% | -30.9% | -25.8% |
| 1Y | -47.1% | +3.2% | -50.3% | -50.6% |
| All | +142.3% | -22.8% | +165.1% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling