-55.1%
MSTR vs BIYA
-99.8%
+44.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +9.3% | +2.7% | +6.6% | +9.3% |
| 30D | +36.5% | -18.7% | +55.2% | +36.3% |
| 3M | +7.3% | -72.0% | +79.4% | +7.0% |
| 6M | +2.2% | -86.4% | +88.6% | +2.7% |
| YTD | -10.2% | -94.2% | +84.0% | -7.4% |
| 1Y | -58.6% | -98.4% | +39.8% | -55.5% |
| All | -55.1% | -99.8% | +44.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BIYA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling