-42.3%
MSTR vs COST
+12.8%
-55.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +5.6% |
| 7D | -1.8% | +6.6% | -8.4% | -0.4% |
| 30D | -13.3% | +13.5% | -26.8% | -11.5% |
| 3M | +46.0% | +10.6% | +35.4% | +48.0% |
| 6M | -22.4% | +3.6% | -26.1% | -21.4% |
| YTD | -6.2% | +22.1% | -28.3% | -10.2% |
| 1Y | -42.3% | +11.9% | -54.2% | -46.0% |
| All | -42.3% | +12.8% | -55.1% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling