+282.2%
MSTR vs BG
+18.0%
+264.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | -8.3% | +3.1% | -11.4% | -8.7% |
| 30D | +38.1% | +10.2% | +27.9% | +35.5% |
| 3M | +9.0% | -1.7% | +10.7% | +9.4% |
| 6M | -5.3% | +1.0% | -6.3% | -6.2% |
| YTD | -13.8% | +39.9% | -53.7% | -22.4% |
| 1Y | -59.8% | +53.2% | -113.0% | -65.0% |
| 3Y | +282.2% | +16.3% | +265.9% | +249.3% |
| All | +282.2% | +18.0% | +264.2% | +249.3% |
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