+570.4%
MSTR vs BN
+271.1%
+299.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | -1.2% | +5.3% | -6.6% | -5.6% |
| 30D | -15.9% | +11.9% | -27.8% | -23.7% |
| 3M | +33.1% | -5.7% | +38.9% | +40.3% |
| 6M | -31.0% | -10.6% | -20.4% | -23.9% |
| YTD | -15.1% | -9.4% | -5.8% | -7.3% |
| 1Y | -45.6% | -8.8% | -36.9% | -41.0% |
| 3Y | +180.5% | +95.6% | +84.9% | +68.3% |
| 5Y | +61.7% | +30.2% | +31.5% | +34.7% |
| All | +570.4% | +271.1% | +299.4% | +259.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling