+115.7%
MSTR vs BROS
+41.2%
+74.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.8% |
| 7D | +9.3% | -0.9% | +10.2% | +9.4% |
| 30D | +36.5% | -13.5% | +50.0% | +44.7% |
| 3M | +7.3% | -18.4% | +25.8% | +13.9% |
| 6M | +2.2% | -10.6% | +12.8% | +3.4% |
| YTD | -10.2% | -25.1% | +14.9% | -1.9% |
| 1Y | -58.6% | -28.6% | -30.0% | -54.3% |
| 3Y | +283.2% | +65.6% | +217.6% | +163.5% |
| All | +115.7% | +41.2% | +74.5% | +81.6% |
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