+308.9%
MSTR vs BBWI
-43.7%
+352.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.4% |
| 7D | +12.2% | +1.5% | +10.7% | +11.7% |
| 30D | +45.2% | -5.2% | +50.4% | +46.7% |
| 3M | +10.4% | +11.1% | -0.7% | +3.6% |
| 6M | -2.5% | -13.4% | +10.9% | 0.0% |
| YTD | -6.0% | +0.1% | -6.1% | -9.2% |
| 1Y | -56.4% | -36.1% | -20.3% | -49.8% |
| All | +308.9% | -43.7% | +352.6% | +450.6% |
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