+154.2%
MSTR vs COO
-23.3%
+177.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.6% |
| 7D | -4.0% | +4.3% | -8.2% | -5.5% |
| 30D | -18.6% | +17.6% | -36.2% | -23.9% |
| 3M | +25.6% | -13.9% | +39.5% | +32.1% |
| 6M | -33.1% | +6.6% | -39.6% | -37.0% |
| YTD | -17.3% | -22.0% | +4.7% | -8.5% |
| 1Y | -48.1% | -8.8% | -39.3% | -47.3% |
| 3Y | +154.2% | -21.5% | +175.7% | +218.3% |
| All | +154.2% | -23.3% | +177.5% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling