+690.7%
MSTR vs BWA
+142.9%
+547.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.5% |
| 7D | +9.3% | +4.3% | +5.0% | +7.1% |
| 30D | +36.5% | -2.9% | +39.4% | +38.1% |
| 3M | +7.3% | -12.4% | +19.7% | +13.8% |
| 6M | +2.2% | +28.6% | -26.3% | -10.5% |
| YTD | -10.2% | +48.2% | -58.4% | -29.4% |
| 1Y | -58.6% | +50.9% | -109.5% | -68.0% |
| 3Y | +283.2% | +72.2% | +211.0% | +170.7% |
| 5Y | +113.8% | +91.1% | +22.7% | +44.5% |
| 10Y | +690.7% | +144.0% | +546.7% | +354.8% |
| All | +690.7% | +142.9% | +547.8% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling