-57.6%
MSTR vs BIYA
-99.9%
+42.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -1.2% | -10.5% | +9.3% | -1.3% |
| 30D | -15.9% | -51.7% | +35.8% | -16.4% |
| 3M | +33.1% | -60.8% | +93.9% | +32.8% |
| 6M | -31.0% | -90.6% | +59.6% | -30.9% |
| YTD | -15.1% | -97.1% | +82.0% | -12.7% |
| 1Y | -45.6% | -99.1% | +53.4% | -42.8% |
| All | -57.6% | -99.9% | +42.3% | -52.5% |
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