-42.3%
MSTR vs BG
+7.2%
-49.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +5.7% |
| 7D | -1.8% | -3.8% | +2.0% | -2.8% |
| 30D | -13.3% | -9.6% | -3.7% | -15.6% |
| 3M | +46.0% | -8.5% | +54.5% | +39.3% |
| 6M | -22.4% | -23.0% | +0.6% | -25.2% |
| YTD | -6.2% | +10.9% | -17.1% | -24.4% |
| 1Y | -42.3% | +6.0% | -48.3% | -52.8% |
| All | -42.3% | +7.2% | -49.5% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling