+125.6%
MSTR vs BROS
+43.3%
+82.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +12.2% | -6.7% | +18.8% | +15.1% |
| 30D | +45.2% | -29.1% | +74.2% | +65.9% |
| 3M | +10.4% | -16.7% | +27.1% | +16.1% |
| 6M | -2.5% | -11.6% | +9.1% | -1.0% |
| YTD | -6.0% | -23.9% | +17.9% | +1.9% |
| 1Y | -56.4% | -34.8% | -21.6% | -50.1% |
| 3Y | +306.3% | +62.1% | +244.2% | +181.8% |
| All | +125.6% | +43.3% | +82.3% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling