+1,192.5%
MSTR vs BRO
+3,863.1%
-2,670.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -2.3% |
| 7D | +9.3% | -5.4% | +14.7% | +12.2% |
| 30D | +36.5% | -4.3% | +40.8% | +39.2% |
| 3M | +7.3% | +17.8% | -10.5% | -1.8% |
| 6M | +2.2% | -6.8% | +9.0% | +3.2% |
| YTD | -10.2% | -13.8% | +3.7% | -6.3% |
| 1Y | -58.6% | -27.8% | -30.8% | -53.3% |
| 3Y | +283.2% | -4.7% | +287.9% | +267.4% |
| 5Y | +113.8% | +20.6% | +93.1% | +88.9% |
| 10Y | +690.7% | +293.7% | +397.0% | +307.4% |
| All | +1,192.5% | +3,863.1% | -2,670.6% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling