+99.1%
KO vs MSTR
+50.6%
+48.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | +1.8% | -14.2% | +16.0% | +1.9% |
| 30D | +8.7% | -19.9% | +28.5% | +8.7% |
| 3M | +13.5% | +27.3% | -13.8% | +13.4% |
| 6M | +25.6% | -37.6% | +63.1% | +25.7% |
| YTD | +42.3% | -19.5% | +61.8% | +42.2% |
| 1Y | +39.9% | -47.1% | +87.0% | +40.2% |
| 3Y | +87.5% | +140.3% | -52.8% | +77.2% |
| 5Y | +99.1% | +49.5% | +49.6% | +81.7% |
| All | +99.1% | +50.6% | +48.4% | +81.7% |
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