+107.1%
MSTR vs BBY
+0.2%
+106.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.0% |
| 7D | +7.7% | +1.2% | +6.5% | +7.0% |
| 30D | +36.3% | +6.8% | +29.5% | +29.6% |
| 3M | +13.4% | +18.7% | -5.3% | +0.8% |
| 6M | -4.5% | +37.3% | -41.8% | -23.9% |
| YTD | -12.7% | +35.3% | -48.0% | -30.4% |
| 1Y | -59.6% | +20.7% | -80.3% | -65.5% |
| 3Y | +272.5% | +39.4% | +233.0% | +146.8% |
| 5Y | +107.1% | -1.5% | +108.6% | +52.3% |
| All | +107.1% | +0.2% | +106.9% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling