+49.9%
MSTR vs COP
+113.7%
-63.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.2% | -11.5% | +10.3% | +2.6% |
| 30D | -15.9% | +5.0% | -20.9% | -18.0% |
| 3M | +33.1% | +17.5% | +15.6% | +23.6% |
| 6M | -31.0% | +16.2% | -47.2% | -36.3% |
| YTD | -15.1% | +48.8% | -63.9% | -31.0% |
| 1Y | -45.6% | +64.1% | -109.7% | -57.9% |
| 3Y | +180.5% | +25.7% | +154.8% | +140.0% |
| All | +49.9% | +113.7% | -63.8% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling