-42.3%
MSTR vs BN
-3.9%
-38.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.0% | -0.8% |
| 7D | -1.8% | +12.0% | -13.8% | -12.6% |
| 30D | -13.3% | +17.0% | -30.3% | -26.2% |
| 3M | +46.0% | -3.2% | +49.2% | +49.5% |
| 6M | -22.4% | -3.9% | -18.6% | -20.1% |
| YTD | -6.2% | -5.6% | -0.6% | -3.4% |
| 1Y | -42.3% | -4.7% | -37.5% | -41.2% |
| All | -42.3% | -3.9% | -38.4% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling