+1,120.6%
MSTR vs BP
+278.0%
+842.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.2% | -11.6% | +10.4% | +3.7% |
| 30D | -15.9% | 0.0% | -16.0% | -16.4% |
| 3M | +33.1% | +6.7% | +26.4% | +27.8% |
| 6M | -31.0% | +2.2% | -33.1% | -33.0% |
| YTD | -15.1% | +33.0% | -48.1% | -27.0% |
| 1Y | -45.6% | +30.7% | -76.4% | -53.0% |
| 3Y | +180.5% | +44.2% | +136.3% | +130.3% |
| 5Y | +61.7% | +105.1% | -43.5% | +13.9% |
| 10Y | +578.0% | +133.5% | +444.5% | +309.0% |
| All | +1,120.6% | +278.0% | +842.6% | +346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling