+48.3%
MSTR vs COO
-41.3%
+89.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | -10.7% | +4.5% | -15.2% | -13.6% |
| 30D | -21.6% | +16.9% | -38.5% | -30.5% |
| 3M | +24.4% | -16.7% | +41.1% | +40.4% |
| 6M | -35.5% | +5.9% | -41.4% | -42.0% |
| YTD | -20.3% | -22.4% | +2.1% | -5.9% |
| 1Y | -49.3% | -10.1% | -39.2% | -48.3% |
| 3Y | +137.8% | -22.8% | +160.6% | +146.5% |
| 5Y | +48.3% | -41.4% | +89.7% | +100.5% |
| All | +48.3% | -41.3% | +89.6% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling