+113.8%
MSTR vs BG
+84.8%
+29.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.4% | -8.8% | -5.8% |
| 7D | +9.3% | +2.4% | +7.0% | +8.2% |
| 30D | +36.5% | +15.0% | +21.5% | +29.0% |
| 3M | +7.3% | -0.7% | +8.0% | +6.6% |
| 6M | +2.2% | +7.5% | -5.3% | -2.7% |
| YTD | -10.2% | +41.6% | -51.8% | -24.3% |
| 1Y | -58.6% | +50.7% | -109.3% | -66.3% |
| 3Y | +283.2% | +20.3% | +262.9% | +236.7% |
| 5Y | +113.8% | +85.2% | +28.5% | +49.8% |
| All | +113.8% | +84.8% | +29.0% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling