+1,233.8%
MSTR vs BURL
+1,051.1%
+182.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.4% |
| 7D | +12.2% | -2.8% | +15.0% | +13.2% |
| 30D | +45.2% | -28.2% | +73.3% | +63.6% |
| 3M | +10.4% | -17.6% | +28.0% | +17.5% |
| 6M | -2.5% | -11.8% | +9.3% | +0.5% |
| YTD | -6.0% | -8.1% | +2.1% | -4.7% |
| 1Y | -56.4% | -12.0% | -44.5% | -55.6% |
| 3Y | +306.3% | +63.3% | +243.0% | +220.5% |
| 5Y | +100.5% | -10.8% | +111.3% | +86.2% |
| 10Y | +741.1% | +215.9% | +525.2% | +460.9% |
| All | +1,233.8% | +1,051.1% | +182.7% | +658.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling