+690.7%
MSTR vs BMY
+62.5%
+628.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.4% |
| 7D | +9.3% | -3.3% | +12.7% | +10.5% |
| 30D | +36.5% | 0.0% | +36.6% | +36.6% |
| 3M | +7.3% | +17.7% | -10.4% | +1.7% |
| 6M | +2.2% | +9.6% | -7.4% | -1.1% |
| YTD | -10.2% | +24.0% | -34.1% | -16.2% |
| 1Y | -58.6% | +45.1% | -103.7% | -63.4% |
| 3Y | +283.2% | +22.5% | +260.7% | +250.2% |
| 5Y | +113.8% | +22.3% | +91.5% | +97.3% |
| 10Y | +690.7% | +62.0% | +628.8% | +606.8% |
| All | +690.7% | +62.5% | +628.3% | +606.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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