+142.3%
MSTR vs BG
+5.0%
+137.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -14.2% | +3.4% | -17.5% | -14.5% |
| 30D | -19.9% | -3.8% | -16.1% | -19.6% |
| 3M | +27.3% | -9.6% | +36.9% | +27.4% |
| 6M | -37.6% | -19.5% | -18.0% | -36.1% |
| YTD | -19.5% | +14.6% | -34.1% | -26.4% |
| 1Y | -47.1% | +6.6% | -53.8% | -50.6% |
| All | +142.3% | +5.0% | +137.3% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling