-37.3%
MSTR vs BBY
+87.9%
-125.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -2.6% |
| 7D | -13.4% | +4.5% | -17.9% | -14.2% |
| 30D | -22.1% | +16.8% | -38.9% | -24.0% |
| 3M | +15.0% | +23.2% | -8.3% | +10.8% |
| 6M | -37.3% | +91.9% | -129.2% | -49.6% |
| All | -37.3% | +87.9% | -125.2% | -49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling