+1,089.0%
MSTR vs BWA
+1,253.8%
-164.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -4.9% |
| 7D | -4.0% | -0.6% | -3.4% | -3.8% |
| 30D | -18.6% | -16.1% | -2.5% | -12.3% |
| 3M | +25.6% | -24.6% | +50.2% | +40.8% |
| 6M | -33.1% | -15.7% | -17.4% | -29.0% |
| YTD | -17.3% | +15.1% | -32.4% | -25.1% |
| 1Y | -48.1% | +15.9% | -64.0% | -53.2% |
| 3Y | +154.2% | +67.1% | +87.1% | +96.2% |
| 5Y | +46.2% | +34.7% | +11.5% | +25.2% |
| 10Y | +554.5% | +99.5% | +455.0% | +336.0% |
| All | +1,089.0% | +1,253.8% | -164.8% | +203.3% |
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