+1,252.0%
MSTR vs COR
+7,570.1%
-6,318.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | +12.2% | +2.8% | +9.4% | +11.4% |
| 30D | +45.2% | +4.5% | +40.6% | +43.4% |
| 3M | +10.4% | +22.7% | -12.3% | +4.7% |
| 6M | -2.5% | -9.7% | +7.2% | -1.2% |
| YTD | -6.0% | -1.4% | -4.6% | -7.1% |
| 1Y | -56.4% | +13.9% | -70.3% | -58.6% |
| 3Y | +306.3% | +94.0% | +212.3% | +230.6% |
| 5Y | +100.5% | +184.0% | -83.5% | +49.6% |
| 10Y | +741.1% | +406.8% | +334.3% | +421.9% |
| All | +1,252.0% | +7,570.1% | -6,318.1% | +431.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling