+554.5%
MSTR vs COR
+534.3%
+20.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.2% | -3.3% |
| 7D | -4.0% | +2.3% | -6.3% | -4.3% |
| 30D | -18.6% | +6.8% | -25.4% | -19.7% |
| 3M | +25.6% | +8.1% | +17.5% | +23.5% |
| 6M | -33.1% | +33.0% | -66.0% | -37.3% |
| YTD | -17.3% | +3.0% | -20.3% | -18.6% |
| 1Y | -48.1% | -3.4% | -44.7% | -48.2% |
| 3Y | +154.2% | +80.1% | +74.1% | +105.0% |
| 5Y | +46.2% | +194.7% | -148.5% | +1.5% |
| 10Y | +554.5% | +512.3% | +42.3% | +277.5% |
| All | +554.5% | +534.3% | +20.2% | +277.5% |
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