+126.6%
MSTR vs BN
+100.0%
+26.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -5.5% |
| 7D | -11.5% | -0.3% | -11.2% | -11.4% |
| 30D | -24.8% | +13.6% | -38.4% | -34.4% |
| 3M | +20.6% | -6.7% | +27.3% | +29.4% |
| 6M | -38.0% | -9.0% | -29.0% | -31.8% |
| YTD | -24.7% | -8.8% | -15.9% | -17.4% |
| 1Y | -49.1% | -10.6% | -38.4% | -43.0% |
| All | +126.6% | +100.0% | +26.7% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling