+283.2%
MSTR vs BBY
+42.7%
+240.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.1% |
| 7D | +9.3% | +8.1% | +1.2% | +6.5% |
| 30D | +36.5% | +8.9% | +27.6% | +31.7% |
| 3M | +7.3% | +22.0% | -14.7% | -0.7% |
| 6M | +2.2% | +37.8% | -35.6% | -10.0% |
| YTD | -10.2% | +37.3% | -47.5% | -21.0% |
| 1Y | -58.6% | +21.6% | -80.2% | -61.9% |
| 3Y | +283.2% | +41.5% | +241.7% | +228.5% |
| All | +283.2% | +42.7% | +240.5% | +228.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling