+39.9%
KO vs MSTR
-51.1%
+91.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.3% |
| 7D | +1.8% | -11.5% | +13.3% | +1.4% |
| 30D | +8.1% | -24.8% | +33.0% | +7.4% |
| 3M | +13.0% | +20.6% | -7.6% | +13.8% |
| 6M | +23.3% | -38.0% | +61.2% | +21.6% |
| YTD | +42.1% | -24.7% | +66.8% | +40.9% |
| 1Y | +39.9% | -49.1% | +88.9% | +37.5% |
| All | +39.9% | -51.1% | +91.0% | +37.5% |
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