-49.3%
MSTR vs BURL
-10.6%
-38.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.3% |
| 7D | -10.7% | +5.9% | -16.6% | -11.8% |
| 30D | -21.6% | -8.3% | -13.2% | -20.1% |
| 3M | +24.4% | -31.6% | +56.0% | +34.0% |
| 6M | -35.5% | -16.6% | -18.9% | -34.7% |
| YTD | -20.3% | -12.1% | -8.2% | -18.3% |
| 1Y | -49.3% | -10.0% | -39.3% | -47.8% |
| All | -49.3% | -10.6% | -38.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling