-59.6%
MSTR vs COF
-2.6%
-57.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -1.9% |
| 7D | +7.7% | -2.7% | +10.4% | +9.8% |
| 30D | +36.3% | -3.4% | +39.7% | +38.8% |
| 3M | +13.4% | +15.4% | -2.0% | +1.5% |
| 6M | -4.5% | +14.4% | -18.9% | -13.8% |
| YTD | -12.7% | -12.0% | -0.7% | -9.9% |
| 1Y | -59.6% | -3.7% | -55.9% | -59.3% |
| All | -59.6% | -2.6% | -57.0% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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