+1,252.0%
MSTR vs BBY
+1,878.8%
-626.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.5% |
| 7D | +12.2% | +9.5% | +2.7% | +8.5% |
| 30D | +45.2% | +6.8% | +38.3% | +41.0% |
| 3M | +10.4% | +28.9% | -18.5% | +0.6% |
| 6M | -2.5% | +37.8% | -40.3% | -14.0% |
| YTD | -6.0% | +38.7% | -44.8% | -17.6% |
| 1Y | -56.4% | +23.7% | -80.1% | -60.4% |
| 3Y | +306.3% | +39.1% | +267.2% | +245.5% |
| 5Y | +100.5% | -0.4% | +100.9% | +94.4% |
| 10Y | +741.1% | +234.0% | +507.1% | +415.5% |
| All | +1,252.0% | +1,878.8% | -626.9% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling