+956.8%
MSTR vs COF
+709.9%
+246.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -13.4% | -3.4% | -10.1% | -12.3% |
| 30D | -22.1% | +0.4% | -22.5% | -22.1% |
| 3M | +15.0% | -12.5% | +27.5% | +20.7% |
| 6M | -37.3% | +8.3% | -45.6% | -39.1% |
| YTD | -26.5% | -18.6% | -8.0% | -20.9% |
| 1Y | -46.5% | -8.6% | -37.9% | -44.8% |
| 3Y | +121.1% | +94.7% | +26.4% | +77.9% |
| 5Y | +37.5% | +35.3% | +2.2% | +27.9% |
| 10Y | +467.3% | +185.1% | +282.2% | +291.4% |
| All | +956.8% | +709.9% | +246.8% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling