+570.4%
MSTR vs BUD
-9.0%
+579.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -1.2% | +4.5% | -5.7% | -3.2% |
| 30D | -15.9% | +12.5% | -28.5% | -20.5% |
| 3M | +33.1% | 0.0% | +33.1% | +32.4% |
| 6M | -31.0% | +3.8% | -34.8% | -33.0% |
| YTD | -15.1% | +33.1% | -48.2% | -26.9% |
| 1Y | -45.6% | +35.5% | -81.2% | -53.7% |
| 3Y | +180.5% | +49.4% | +131.1% | +124.1% |
| 5Y | +61.7% | +48.0% | +13.6% | +28.8% |
| All | +570.4% | -9.0% | +579.4% | +448.9% |
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