+308.9%
MSTR vs BP
+33.2%
+275.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +12.2% | +3.9% | +8.2% | +10.4% |
| 30D | +45.2% | +7.6% | +37.6% | +40.8% |
| 3M | +10.4% | +0.7% | +9.7% | +9.3% |
| 6M | -2.5% | +15.5% | -18.0% | -11.9% |
| YTD | -6.0% | +30.8% | -36.9% | -20.3% |
| 1Y | -56.4% | +34.3% | -90.7% | -63.6% |
| All | +308.9% | +33.2% | +275.6% | +218.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling