-47.4%
MSTR vs COST
+16.7%
-64.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.3% |
| 7D | -4.0% | +2.5% | -6.4% | -3.4% |
| 30D | -18.6% | +12.8% | -31.4% | -16.4% |
| 3M | +25.6% | +12.7% | +12.9% | +28.3% |
| 6M | -33.1% | +6.0% | -39.1% | -31.8% |
| YTD | -17.3% | +24.4% | -41.7% | -19.6% |
| All | -47.4% | +16.7% | -64.1% | -49.9% |
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 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