+49.9%
MSTR vs BWA
+26.5%
+23.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -2.1% |
| 7D | -1.2% | -5.5% | +4.3% | +2.7% |
| 30D | -15.9% | -21.7% | +5.8% | -0.5% |
| 3M | +33.1% | -25.6% | +58.7% | +61.5% |
| 6M | -31.0% | -17.4% | -13.6% | -23.9% |
| YTD | -15.1% | +9.2% | -24.3% | -29.6% |
| 1Y | -45.6% | +9.7% | -55.4% | -55.4% |
| 3Y | +180.5% | +54.6% | +125.9% | +62.0% |
| All | +49.9% | +26.5% | +23.5% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling