+32.7%
KO vs MSTR
-56.7%
+89.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.9% |
| 7D | -1.8% | +12.2% | -13.9% | -1.4% |
| 30D | +1.4% | +45.2% | -43.7% | +2.6% |
| 3M | +15.4% | +10.4% | +5.0% | +15.6% |
| 6M | +14.3% | -2.5% | +16.8% | +14.1% |
| YTD | +27.7% | -6.0% | +33.7% | +27.5% |
| 1Y | +32.7% | -56.4% | +89.1% | +29.0% |
| All | +32.7% | -56.7% | +89.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 1y: compounded portfolio wealth divided by compounded MSTR 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…
1y analysis · Full analysis span regression · 6 months rolling