+275.2%
MSTR vs BNY
+286.9%
-11.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.2% |
| 7D | -11.2% | -1.1% | -10.2% | -10.4% |
| 30D | +33.8% | +1.4% | +32.4% | +31.8% |
| 3M | +11.5% | +16.8% | -5.4% | -3.9% |
| 6M | -7.2% | +42.0% | -49.1% | -33.9% |
| YTD | -15.4% | +41.9% | -57.3% | -39.1% |
| 1Y | -60.6% | +59.2% | -119.8% | -74.4% |
| All | +275.2% | +286.9% | -11.7% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling