-42.3%
MSTR vs BRO
-3.8%
-38.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +5.7% |
| 7D | -1.8% | +12.2% | -14.0% | -0.2% |
| 30D | -13.3% | +21.3% | -34.6% | -11.1% |
| 3M | +46.0% | +4.1% | +41.9% | +46.6% |
| 6M | -22.4% | +28.9% | -51.3% | -17.9% |
| YTD | -6.2% | -6.6% | +0.4% | -5.7% |
| 1Y | -42.3% | -5.6% | -36.7% | -42.1% |
| All | -42.3% | -3.8% | -38.5% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling