+481.0%
MSTR vs BUD
-2.1%
+483.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -2.9% |
| 7D | -13.4% | +1.0% | -14.4% | -13.9% |
| 30D | -22.1% | +6.7% | -28.8% | -24.6% |
| 3M | +15.0% | +5.7% | +9.2% | +11.6% |
| 6M | -37.3% | +5.8% | -43.1% | -39.7% |
| YTD | -26.5% | +34.4% | -60.9% | -37.1% |
| 1Y | -46.5% | +33.3% | -79.8% | -54.1% |
| 3Y | +121.1% | +48.8% | +72.3% | +76.7% |
| 5Y | +37.5% | +52.5% | -15.0% | +8.2% |
| All | +481.0% | -2.1% | +483.1% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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