+180.5%
MSTR vs BWA
+51.7%
+128.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.7% |
| 7D | -1.2% | -5.5% | +4.3% | +1.7% |
| 30D | -15.9% | -21.7% | +5.8% | -4.9% |
| 3M | +33.1% | -25.6% | +58.7% | +53.5% |
| 6M | -31.0% | -17.4% | -13.6% | -25.6% |
| YTD | -15.1% | +9.2% | -24.3% | -27.3% |
| 1Y | -45.6% | +9.7% | -55.4% | -53.8% |
| 3Y | +180.5% | +54.6% | +125.9% | +78.6% |
| All | +180.5% | +51.7% | +128.8% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling