+433.6%
KO vs MSTR
+1,295.3%
-861.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.9% |
| 7D | +3.7% | -13.4% | +17.2% | +4.1% |
| 30D | +8.1% | -22.1% | +30.2% | +8.6% |
| 3M | +14.2% | +15.0% | -0.7% | +13.6% |
| 6M | +25.2% | -37.3% | +62.5% | +26.0% |
| YTD | +44.7% | -26.5% | +71.3% | +44.6% |
| 1Y | +43.4% | -46.5% | +89.8% | +44.3% |
| 3Y | +90.1% | +121.1% | -31.0% | +79.1% |
| 5Y | +103.0% | +37.5% | +65.4% | +89.3% |
| 10Y | +229.8% | +467.3% | -237.5% | +187.2% |
| All | +433.6% | +1,295.3% | -861.7% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling