+521.9%
MSTR vs BP
+133.4%
+388.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.5% |
| 7D | -14.2% | -0.8% | -13.4% | -13.9% |
| 30D | -19.9% | -3.1% | -16.7% | -19.3% |
| 3M | +27.3% | +6.2% | +21.2% | +23.1% |
| 6M | -37.6% | +4.8% | -42.4% | -39.8% |
| YTD | -19.5% | +35.2% | -54.6% | -30.5% |
| 1Y | -47.1% | +27.4% | -74.5% | -53.3% |
| 3Y | +140.3% | +49.8% | +90.5% | +96.7% |
| 5Y | +49.5% | +109.4% | -59.9% | +8.0% |
| 10Y | +521.9% | +135.7% | +386.2% | +324.0% |
| All | +521.9% | +133.4% | +388.5% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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