+1,007.0%
MSTR vs BR
+1,321.0%
-314.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | +0.6% |
| 7D | +12.2% | -5.3% | +17.4% | +15.8% |
| 30D | +45.2% | +6.4% | +38.7% | +40.3% |
| 3M | +10.4% | +13.6% | -3.3% | +1.6% |
| 6M | -2.5% | -6.7% | +4.2% | -0.3% |
| YTD | -6.0% | -21.1% | +15.1% | +5.3% |
| 1Y | -56.4% | -29.6% | -26.8% | -47.9% |
| 3Y | +306.3% | -2.4% | +308.7% | +301.1% |
| 5Y | +100.5% | +11.2% | +89.2% | +90.3% |
| 10Y | +741.1% | +191.8% | +549.3% | +368.9% |
| All | +1,007.0% | +1,321.0% | -314.0% | +160.5% |
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