+521.9%
MSTR vs BN
+281.2%
+240.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.7% |
| 7D | -14.2% | -2.4% | -11.8% | -12.4% |
| 30D | -19.9% | +13.5% | -33.4% | -28.3% |
| 3M | +27.3% | -5.9% | +33.3% | +34.3% |
| 6M | -37.6% | -8.9% | -28.6% | -32.3% |
| YTD | -19.5% | -7.9% | -11.6% | -13.3% |
| 1Y | -47.1% | -8.3% | -38.8% | -43.0% |
| 3Y | +140.3% | +100.8% | +39.5% | +40.5% |
| 5Y | +49.5% | +38.2% | +11.3% | +19.9% |
| 10Y | +521.9% | +302.3% | +219.5% | +211.1% |
| All | +521.9% | +281.2% | +240.6% | +211.1% |
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