+120.4%
MSTR vs BBWI
-66.0%
+186.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.7% |
| 7D | +12.2% | +1.5% | +10.7% | +11.6% |
| 30D | +45.2% | -5.2% | +50.4% | +46.8% |
| 3M | +10.4% | +11.1% | -0.7% | +1.8% |
| 6M | -2.5% | -13.4% | +10.9% | -0.2% |
| YTD | -6.0% | +0.1% | -6.1% | -10.9% |
| 1Y | -56.4% | -36.1% | -20.3% | -49.2% |
| 3Y | +306.3% | -44.1% | +350.4% | +369.7% |
| All | +120.4% | -66.0% | +186.4% | +265.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling