+731.6%
MSTR vs COO
+48.2%
+683.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.5% |
| 7D | +12.2% | -2.2% | +14.4% | +13.8% |
| 30D | +45.2% | -7.0% | +52.2% | +51.0% |
| 3M | +10.4% | +12.2% | -1.8% | +0.4% |
| 6M | -2.5% | -15.1% | +12.6% | +5.8% |
| YTD | -6.0% | -15.1% | +9.1% | +2.2% |
| 1Y | -56.4% | +2.3% | -58.7% | -58.5% |
| 3Y | +306.3% | -23.7% | +330.0% | +350.3% |
| 5Y | +100.5% | -38.9% | +139.4% | +150.7% |
| All | +731.6% | +48.2% | +683.4% | +647.0% |
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