+81.7%
KO vs MSTR
+105.7%
-24.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.9% |
| 7D | -0.8% | +7.7% | -8.5% | -0.8% |
| 30D | +0.8% | +36.3% | -35.6% | +0.7% |
| 3M | +8.3% | +13.4% | -5.1% | +8.2% |
| 6M | +14.0% | -4.5% | +18.5% | +14.0% |
| YTD | +26.9% | -12.7% | +39.6% | +26.8% |
| 1Y | +32.7% | -59.6% | +92.3% | +33.3% |
| 3Y | +63.9% | +272.5% | -208.5% | +53.1% |
| 5Y | +81.7% | +107.1% | -25.4% | +63.7% |
| All | +81.7% | +105.7% | -24.0% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling