+731.6%
MSTR vs COP
+343.7%
+387.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +12.2% | +3.0% | +9.2% | +11.0% |
| 30D | +45.2% | +17.5% | +27.7% | +37.8% |
| 3M | +10.4% | +13.4% | -3.0% | +5.4% |
| 6M | -2.5% | +17.7% | -20.2% | -9.1% |
| YTD | -6.0% | +46.6% | -52.6% | -18.4% |
| 1Y | -56.4% | +44.6% | -101.0% | -62.2% |
| 3Y | +306.3% | +20.7% | +285.6% | +269.2% |
| 5Y | +100.5% | +185.0% | -84.6% | +42.1% |
| All | +731.6% | +343.7% | +387.9% | +405.0% |
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