+983.2%
MSTR vs COP
+1,693.9%
-710.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -7.0% |
| 7D | -11.5% | +3.4% | -14.9% | -12.5% |
| 30D | -24.8% | -0.6% | -24.2% | -25.1% |
| 3M | +20.6% | +10.8% | +9.9% | +15.4% |
| 6M | -38.0% | +19.6% | -57.6% | -42.6% |
| YTD | -24.7% | +52.9% | -77.6% | -36.4% |
| 1Y | -49.1% | +62.2% | -111.3% | -57.9% |
| 3Y | +124.7% | +32.4% | +92.3% | +96.8% |
| 5Y | +40.9% | +129.7% | -88.8% | +1.8% |
| 10Y | +481.5% | +331.8% | +149.7% | +205.8% |
| All | +983.2% | +1,693.9% | -710.7% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling