+659.5%
MSTR vs BRO
+294.2%
+365.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -8.3% | -7.3% | -1.0% | -4.6% |
| 30D | +38.1% | -6.9% | +45.0% | +43.1% |
| 3M | +9.0% | +10.7% | -1.7% | +1.7% |
| 6M | -5.3% | -2.7% | -2.6% | -6.2% |
| YTD | -13.8% | -16.3% | +2.5% | -7.4% |
| 1Y | -59.8% | -29.1% | -30.7% | -52.6% |
| 3Y | +282.2% | -7.8% | +290.0% | +258.0% |
| 5Y | +112.8% | +18.7% | +94.0% | +74.1% |
| All | +659.5% | +294.2% | +365.2% | +288.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling