+113.1%
MSTR vs COF
+50.9%
+62.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -2.2% |
| 7D | +9.3% | +1.2% | +8.1% | +8.4% |
| 30D | +36.5% | -1.4% | +37.9% | +37.7% |
| 3M | +7.3% | +19.0% | -11.7% | -9.4% |
| 6M | +2.2% | +14.9% | -12.6% | -10.9% |
| YTD | -10.2% | -10.7% | +0.5% | -2.7% |
| 1Y | -58.6% | -1.3% | -57.3% | -59.4% |
| 3Y | +283.2% | +124.3% | +158.9% | +64.8% |
| All | +113.1% | +50.9% | +62.2% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling