-62.4%
MSTR vs BIYA
-99.9%
+37.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.5% |
| 7D | -11.5% | +10.0% | -21.5% | -11.5% |
| 30D | -24.8% | -17.7% | -7.1% | -24.9% |
| 3M | +20.6% | -55.0% | +75.7% | +20.5% |
| 6M | -38.0% | -85.1% | +47.2% | -37.9% |
| YTD | -24.7% | -96.9% | +72.2% | -22.5% |
| 1Y | -49.1% | -98.5% | +49.4% | -46.8% |
| All | -62.4% | -99.9% | +37.5% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling