+93.3%
MSTR vs BROS
+7.7%
+85.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -14.2% | -20.4% | +6.2% | -6.2% |
| 30D | -19.9% | -6.1% | -13.8% | -18.6% |
| 3M | +27.3% | -29.4% | +56.7% | +45.2% |
| 6M | -37.6% | -31.5% | -6.0% | -29.8% |
| YTD | -19.5% | -42.8% | +23.3% | -2.6% |
| 1Y | -47.1% | -37.5% | -9.6% | -38.9% |
| 3Y | +140.3% | +27.2% | +113.1% | +82.6% |
| 5Y | +49.5% | -47.0% | +96.5% | +38.4% |
| All | +93.3% | +7.7% | +85.6% | +80.2% |
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