+941.0%
MSTR vs BND
+76.5%
+864.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.2% | 0.0% | -1.3% | -1.2% |
| 30D | -15.9% | +2.3% | -18.2% | -16.6% |
| 3M | +33.1% | -0.2% | +33.3% | +33.2% |
| 6M | -31.0% | -1.0% | -30.0% | -30.7% |
| YTD | -15.1% | -0.4% | -14.8% | -15.0% |
| 1Y | -45.6% | -0.1% | -45.5% | -45.5% |
| 3Y | +180.5% | +15.1% | +165.4% | +171.5% |
| 5Y | +61.7% | -1.5% | +63.2% | +49.9% |
| 10Y | +578.0% | +16.0% | +562.0% | +609.9% |
| All | +941.0% | +76.5% | +864.5% | +1,170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 all: compounded portfolio wealth divided by compounded BND 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…
all analysis · Full analysis span regression · 6 months rolling