+1,252.0%
MSTR vs BWA
+1,677.6%
-425.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.6% |
| 7D | +12.2% | +5.7% | +6.5% | +9.6% |
| 30D | +45.2% | +1.4% | +43.8% | +44.0% |
| 3M | +10.4% | -12.1% | +22.5% | +16.1% |
| 6M | -2.5% | +28.6% | -31.0% | -13.1% |
| YTD | -6.0% | +51.1% | -57.1% | -23.9% |
| 1Y | -56.4% | +55.9% | -112.3% | -65.4% |
| 3Y | +306.3% | +70.1% | +236.2% | +208.6% |
| 5Y | +100.5% | +90.7% | +9.8% | +49.1% |
| 10Y | +741.1% | +154.0% | +587.1% | +405.2% |
| All | +1,252.0% | +1,677.6% | -425.6% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling