-47.1%
MSTR vs BN
-8.2%
-38.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.8% |
| 7D | -14.2% | -2.4% | -11.8% | -12.0% |
| 30D | -19.9% | +13.5% | -33.4% | -29.7% |
| 3M | +27.3% | -5.9% | +33.3% | +34.1% |
| 6M | -37.6% | -8.9% | -28.6% | -32.0% |
| YTD | -19.5% | -7.9% | -11.6% | -15.0% |
| 1Y | -47.1% | -8.3% | -38.8% | -44.2% |
| All | -47.1% | -8.2% | -38.9% | -44.2% |
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