+43.4%
KO vs MSTR
-50.1%
+93.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.8% |
| 7D | +3.7% | -13.4% | +17.2% | +3.3% |
| 30D | +8.1% | -22.1% | +30.2% | +7.4% |
| 3M | +14.2% | +15.0% | -0.7% | +14.8% |
| 6M | +25.2% | -37.3% | +62.5% | +23.5% |
| YTD | +44.7% | -26.5% | +71.3% | +43.4% |
| 1Y | +43.4% | -46.5% | +89.8% | +40.1% |
| All | +43.4% | -50.1% | +93.5% | +40.1% |
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