+645.5%
MSTR vs BKR
+126.6%
+518.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.7% | +3.5% | -1.1% |
| 7D | -11.2% | -6.7% | -4.6% | -9.4% |
| 30D | +33.8% | -8.3% | +42.1% | +37.1% |
| 3M | +11.5% | -5.4% | +16.8% | +12.9% |
| 6M | -7.2% | +0.8% | -8.0% | -8.3% |
| YTD | -15.4% | +31.8% | -47.2% | -23.3% |
| 1Y | -60.6% | +28.6% | -89.2% | -64.1% |
| 3Y | +260.8% | +71.2% | +189.6% | +201.6% |
| 5Y | +108.8% | +179.2% | -70.4% | +52.0% |
| All | +645.5% | +126.6% | +518.9% | +364.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 10y: compounded portfolio wealth divided by compounded BKR 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…
10y analysis · Full analysis span regression · 6 months rolling