+659.5%
MSTR vs BNY
+416.3%
+243.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | -8.3% | -1.3% | -7.0% | -7.4% |
| 30D | +38.1% | -0.2% | +38.3% | +38.0% |
| 3M | +9.0% | +14.9% | -5.9% | -1.1% |
| 6M | -5.3% | +40.0% | -45.3% | -24.9% |
| YTD | -13.8% | +42.0% | -55.8% | -31.9% |
| 1Y | -59.8% | +56.9% | -116.7% | -70.3% |
| 3Y | +282.2% | +289.9% | -7.7% | +59.4% |
| 5Y | +112.8% | +259.2% | -146.4% | -5.3% |
| All | +659.5% | +416.3% | +243.2% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling