+659.5%
MSTR vs BBY
+252.7%
+406.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.6% |
| 7D | -8.3% | +0.6% | -8.9% | -8.5% |
| 30D | +38.1% | +9.4% | +28.7% | +32.0% |
| 3M | +9.0% | +19.3% | -10.3% | +0.3% |
| 6M | -5.3% | +47.9% | -53.2% | -21.5% |
| YTD | -13.8% | +39.6% | -53.4% | -27.0% |
| 1Y | -59.8% | +22.2% | -82.0% | -64.1% |
| 3Y | +282.2% | +45.0% | +237.2% | +201.6% |
| 5Y | +112.8% | +2.6% | +110.2% | +89.9% |
| All | +659.5% | +252.7% | +406.8% | +461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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