+121.1%
MSTR vs BKR
+53.3%
+67.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -3.0% |
| 7D | -13.4% | +3.8% | -17.2% | -15.0% |
| 30D | -22.1% | -10.3% | -11.8% | -18.7% |
| 3M | +15.0% | -21.7% | +36.7% | +28.1% |
| 6M | -37.3% | -23.8% | -13.5% | -29.3% |
| YTD | -26.5% | +10.3% | -36.8% | -35.0% |
| 1Y | -46.5% | +5.7% | -52.2% | -51.6% |
| 3Y | +121.1% | +52.6% | +68.4% | +67.9% |
| All | +121.1% | +53.3% | +67.8% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling