+570.4%
MSTR vs COO
+41.2%
+529.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.8% |
| 7D | -1.2% | +4.7% | -5.9% | -3.8% |
| 30D | -15.9% | +13.9% | -29.8% | -22.3% |
| 3M | +33.1% | -14.9% | +48.1% | +44.4% |
| 6M | -31.0% | +2.0% | -33.0% | -34.5% |
| YTD | -15.1% | -23.9% | +8.8% | -2.6% |
| 1Y | -45.6% | -9.6% | -36.0% | -44.7% |
| 3Y | +180.5% | -25.4% | +205.9% | +210.2% |
| 5Y | +61.7% | -41.2% | +102.8% | +107.8% |
| All | +570.4% | +41.2% | +529.2% | +535.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling