+108.8%
MSTR vs BNY
+250.1%
-141.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.2% |
| 7D | -11.2% | -1.1% | -10.2% | -10.2% |
| 30D | +33.8% | +1.4% | +32.4% | +31.4% |
| 3M | +11.5% | +16.8% | -5.4% | -6.4% |
| 6M | -7.2% | +42.0% | -49.1% | -37.3% |
| YTD | -15.4% | +41.9% | -57.3% | -42.5% |
| 1Y | -60.6% | +59.2% | -119.8% | -76.4% |
| 3Y | +260.8% | +290.9% | -30.1% | -22.4% |
| 5Y | +108.8% | +259.0% | -150.2% | -52.0% |
| All | +108.8% | +250.1% | -141.3% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling