+526.8%
MSTR vs COP
+302.1%
+224.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | -10.7% | -6.1% | -4.6% | -9.2% |
| 30D | -21.6% | +1.1% | -22.7% | -22.2% |
| 3M | +24.4% | +10.9% | +13.4% | +19.2% |
| 6M | -35.5% | +20.8% | -56.2% | -40.3% |
| YTD | -20.3% | +48.0% | -68.4% | -31.7% |
| 1Y | -49.3% | +58.5% | -107.8% | -57.7% |
| 3Y | +137.8% | +28.1% | +109.6% | +110.8% |
| 5Y | +48.3% | +120.5% | -72.1% | +11.3% |
| 10Y | +526.8% | +310.1% | +216.7% | +288.6% |
| All | +526.8% | +302.1% | +224.6% | +288.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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