-46.5%
MSTR vs COST
+21.4%
-67.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.1% |
| 7D | -13.4% | +5.0% | -18.4% | -12.3% |
| 30D | -22.1% | +12.8% | -34.9% | -19.8% |
| 3M | +15.0% | +15.2% | -0.2% | +18.3% |
| 6M | -37.3% | +7.4% | -44.7% | -35.3% |
| YTD | -26.5% | +29.0% | -55.6% | -29.2% |
| 1Y | -46.5% | +20.3% | -66.8% | -48.2% |
| All | -46.5% | +21.4% | -67.9% | -48.2% |
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