+180.5%
MSTR vs BROS
+25.7%
+154.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -1.2% | -21.2% | +20.0% | +7.8% |
| 30D | -15.9% | -11.6% | -4.4% | -12.7% |
| 3M | +33.1% | -36.7% | +69.8% | +57.2% |
| 6M | -31.0% | -42.8% | +11.8% | -17.4% |
| YTD | -15.1% | -44.8% | +29.7% | +2.4% |
| 1Y | -45.6% | -36.5% | -9.1% | -38.5% |
| 3Y | +180.5% | +27.0% | +153.6% | +118.5% |
| All | +180.5% | +25.7% | +154.8% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling