+669.5%
MSTR vs BNS
+184.7%
+484.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.2% |
| 7D | +7.7% | -1.3% | +9.0% | +9.1% |
| 30D | +36.3% | +4.0% | +32.3% | +31.5% |
| 3M | +13.4% | +13.8% | -0.4% | +1.4% |
| 6M | -4.5% | +32.7% | -37.2% | -24.7% |
| YTD | -12.7% | +27.6% | -40.3% | -28.9% |
| 1Y | -59.6% | +47.4% | -107.0% | -70.7% |
| 3Y | +272.5% | +129.0% | +143.5% | +94.6% |
| 5Y | +107.1% | +92.7% | +14.4% | +27.8% |
| All | +669.5% | +184.7% | +484.8% | +300.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling