+1,252.0%
MSTR vs COF
+811.7%
+440.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +12.2% | +1.8% | +10.3% | +11.5% |
| 30D | +45.2% | -0.6% | +45.7% | +45.3% |
| 3M | +10.4% | +20.3% | -9.9% | +2.9% |
| 6M | -2.5% | +13.0% | -15.5% | -6.8% |
| YTD | -6.0% | -8.3% | +2.3% | -3.2% |
| 1Y | -56.4% | -1.5% | -54.9% | -56.3% |
| 3Y | +306.3% | +122.3% | +184.0% | +210.2% |
| 5Y | +100.5% | +52.5% | +48.0% | +78.3% |
| 10Y | +741.1% | +264.9% | +476.2% | +433.9% |
| All | +1,252.0% | +811.7% | +440.2% | +270.4% |
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