+3,980.0%
MSTR vs BG
+1,131.5%
+2,848.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +12.2% | +2.8% | +9.4% | +11.0% |
| 30D | +45.2% | +12.0% | +33.1% | +39.6% |
| 3M | +10.4% | -7.7% | +18.1% | +12.0% |
| 6M | -2.5% | +4.5% | -7.0% | -5.4% |
| YTD | -6.0% | +35.7% | -41.7% | -15.8% |
| 1Y | -56.4% | +50.1% | -106.5% | -62.3% |
| 3Y | +306.3% | +12.6% | +293.7% | +277.0% |
| 5Y | +100.5% | +75.4% | +25.1% | +63.7% |
| 10Y | +741.1% | +150.5% | +590.6% | +486.6% |
| All | +3,980.0% | +1,131.5% | +2,848.5% | +1,743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling