+848.4%
MSTR vs BR
+1,485.1%
-636.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -14.2% | +1.9% | -16.0% | -15.3% |
| 30D | -19.9% | +15.9% | -35.8% | -26.8% |
| 3M | +27.3% | +13.7% | +13.7% | +18.0% |
| 6M | -37.6% | +31.0% | -68.6% | -47.6% |
| YTD | -19.5% | -12.0% | -7.5% | -15.8% |
| 1Y | -47.1% | -11.5% | -35.6% | -45.0% |
| 3Y | +140.3% | +14.9% | +125.3% | +114.4% |
| 5Y | +49.5% | +20.1% | +29.4% | +34.8% |
| 10Y | +521.9% | +278.9% | +242.9% | +199.7% |
| All | +848.4% | +1,485.1% | -636.7% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling