+677.4%
MSTR vs BR
+185.2%
+492.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | +7.7% | -5.0% | +12.7% | +11.6% |
| 30D | +36.3% | -2.5% | +38.8% | +39.2% |
| 3M | +13.4% | +13.5% | -0.1% | +3.3% |
| 6M | -4.5% | -9.4% | +4.9% | +0.8% |
| YTD | -12.7% | -23.3% | +10.6% | +2.4% |
| 1Y | -59.6% | -31.6% | -28.0% | -48.6% |
| 3Y | +272.5% | -5.1% | +277.5% | +271.7% |
| 5Y | +107.1% | +8.2% | +99.0% | +89.6% |
| 10Y | +677.4% | +189.8% | +487.5% | +393.1% |
| All | +677.4% | +185.2% | +492.2% | +393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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