+177.9%
KO vs MSTR
+652.3%
-474.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | -1.1% | -11.2% | +10.1% | -0.9% |
| 30D | +1.6% | +33.8% | -32.2% | +1.1% |
| 3M | +5.8% | +11.5% | -5.7% | +5.5% |
| 6M | +14.3% | -7.2% | +21.4% | +14.1% |
| YTD | +27.3% | -15.4% | +42.7% | +27.1% |
| 1Y | +33.2% | -60.6% | +93.8% | +34.6% |
| 3Y | +64.5% | +260.8% | -196.4% | +51.4% |
| 5Y | +83.1% | +108.8% | -25.7% | +67.0% |
| All | +177.9% | +652.3% | -474.5% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling