+1,192.5%
MSTR vs BNY
+860.8%
+331.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.9% |
| 7D | +9.3% | +1.5% | +7.9% | +8.7% |
| 30D | +36.5% | +3.3% | +33.2% | +34.4% |
| 3M | +7.3% | +15.3% | -8.0% | +0.5% |
| 6M | +2.2% | +42.5% | -40.2% | -12.9% |
| YTD | -10.2% | +42.1% | -52.3% | -23.0% |
| 1Y | -58.6% | +59.4% | -118.0% | -66.3% |
| 3Y | +283.2% | +291.5% | -8.4% | +112.8% |
| 5Y | +113.8% | +252.3% | -138.6% | +27.9% |
| 10Y | +690.7% | +407.5% | +283.2% | +290.3% |
| All | +1,192.5% | +860.8% | +331.7% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BNY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling