-37.6%
MSTR vs BG
-18.8%
-18.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.6% |
| 7D | -14.2% | +3.4% | -17.5% | -12.3% |
| 30D | -19.9% | -3.8% | -16.1% | -21.8% |
| 3M | +27.3% | -9.6% | +36.9% | +18.0% |
| 6M | -37.6% | -19.5% | -18.0% | -47.0% |
| All | -37.6% | -18.8% | -18.8% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling