+33.6%
KO vs MSTR
-60.7%
+94.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.2% |
| 7D | -1.1% | -11.2% | +10.1% | -1.4% |
| 30D | +1.6% | +33.8% | -32.2% | +2.5% |
| 3M | +5.8% | +11.5% | -5.7% | +6.1% |
| 6M | +14.3% | -7.2% | +21.4% | +14.1% |
| YTD | +27.3% | -15.4% | +42.7% | +26.8% |
| All | +33.6% | -60.7% | +94.2% | +30.1% |
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