-46.5%
MSTR vs BP
+30.1%
-76.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.5% |
| 7D | -13.4% | +2.6% | -16.1% | -13.3% |
| 30D | -22.1% | -6.4% | -15.7% | -22.3% |
| 3M | +15.0% | +8.0% | +6.9% | +14.0% |
| 6M | -37.3% | +6.0% | -43.3% | -38.5% |
| YTD | -26.5% | +36.5% | -63.0% | -40.8% |
| 1Y | -46.5% | +31.7% | -78.2% | -55.7% |
| All | -46.5% | +30.1% | -76.6% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling