+659.5%
MSTR vs BRKR
+155.3%
+504.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -8.3% | -8.7% | +0.4% | -4.9% |
| 30D | +38.1% | -9.9% | +48.0% | +44.3% |
| 3M | +9.0% | -3.1% | +12.1% | +7.0% |
| 6M | -5.3% | +45.5% | -50.8% | -24.0% |
| YTD | -13.8% | +13.7% | -27.5% | -23.7% |
| 1Y | -59.8% | +67.4% | -127.3% | -70.8% |
| 3Y | +282.2% | -13.2% | +295.4% | +252.5% |
| 5Y | +112.8% | -39.5% | +152.2% | +127.8% |
| All | +659.5% | +155.3% | +504.1% | +428.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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