+121.1%
MSTR vs BBY
+89.3%
+31.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -2.6% |
| 7D | -13.4% | +4.5% | -17.9% | -14.7% |
| 30D | -22.1% | +16.8% | -38.9% | -26.0% |
| 3M | +15.0% | +23.2% | -8.3% | +6.5% |
| 6M | -37.3% | +91.9% | -129.2% | -50.6% |
| YTD | -26.5% | +61.6% | -88.2% | -38.8% |
| 1Y | -46.5% | +43.9% | -90.4% | -53.4% |
| 3Y | +121.1% | +88.6% | +32.4% | +59.8% |
| All | +121.1% | +89.3% | +31.8% | +59.8% |
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