+570.4%
MSTR vs COR
+524.4%
+46.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.3% |
| 30D | -15.9% | +5.1% | -21.1% | -16.7% |
| 3M | +33.1% | +2.8% | +30.3% | +32.3% |
| 6M | -31.0% | +32.5% | -63.5% | -35.3% |
| YTD | -15.1% | -0.7% | -14.5% | -15.8% |
| 1Y | -45.6% | -6.7% | -38.9% | -45.4% |
| 3Y | +180.5% | +73.7% | +106.8% | +128.5% |
| 5Y | +61.7% | +177.9% | -116.2% | +14.3% |
| All | +570.4% | +524.4% | +46.0% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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