+76.3%
MSTR vs BROS
+10.5%
+65.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -8.9% | -5.2% |
| 7D | -13.4% | +6.3% | -19.7% | -15.9% |
| 30D | -22.1% | -8.3% | -13.7% | -20.0% |
| 3M | +15.0% | -29.8% | +44.7% | +31.3% |
| 6M | -37.3% | -25.8% | -11.5% | -32.1% |
| YTD | -26.5% | -41.4% | +14.8% | -12.2% |
| 1Y | -46.5% | -35.2% | -11.3% | -39.3% |
| 3Y | +121.1% | +32.8% | +88.3% | +64.7% |
| 5Y | +37.5% | -42.2% | +79.7% | +26.2% |
| All | +76.3% | +10.5% | +65.9% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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