+690.7%
MSTR vs COST
+594.3%
+96.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.0% |
| 7D | +9.3% | -3.2% | +12.5% | +11.8% |
| 30D | +36.5% | -4.0% | +40.5% | +39.8% |
| 3M | +7.3% | -6.5% | +13.8% | +11.6% |
| 6M | +2.2% | -8.5% | +10.8% | +6.9% |
| YTD | -10.2% | +6.0% | -16.2% | -16.6% |
| 1Y | -58.6% | -5.8% | -52.8% | -58.2% |
| 3Y | +283.2% | +71.8% | +211.4% | +140.0% |
| 5Y | +113.8% | +106.2% | +7.5% | +26.3% |
| 10Y | +690.7% | +602.0% | +88.7% | +226.9% |
| All | +690.7% | +594.3% | +96.5% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling