+645.5%
MSTR vs BNS
+187.0%
+458.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.8% |
| 7D | -11.2% | -2.2% | -9.0% | -9.6% |
| 30D | +33.8% | +4.5% | +29.3% | +28.6% |
| 3M | +11.5% | +14.9% | -3.4% | -1.2% |
| 6M | -7.2% | +32.5% | -39.6% | -26.8% |
| YTD | -15.4% | +28.6% | -44.0% | -31.5% |
| 1Y | -60.6% | +48.4% | -109.0% | -71.6% |
| 3Y | +260.8% | +130.8% | +130.0% | +87.3% |
| 5Y | +108.8% | +94.8% | +14.0% | +27.9% |
| All | +645.5% | +187.0% | +458.5% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BNS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling