+645.5%
MSTR vs BG
+171.4%
+474.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | -11.2% | +3.7% | -14.9% | -12.4% |
| 30D | +33.8% | +12.3% | +21.4% | +28.0% |
| 3M | +11.5% | -2.2% | +13.7% | +11.2% |
| 6M | -7.2% | +5.3% | -12.5% | -10.5% |
| YTD | -15.4% | +42.4% | -57.8% | -27.0% |
| 1Y | -60.6% | +55.2% | -115.8% | -67.3% |
| 3Y | +260.8% | +21.0% | +239.9% | +221.0% |
| 5Y | +108.8% | +87.1% | +21.7% | +60.6% |
| All | +645.5% | +171.4% | +474.1% | +368.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling