+304.5%
MSTR vs COST
+73.7%
+230.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -0.9% |
| 7D | +12.2% | -3.1% | +15.3% | +13.9% |
| 30D | +45.2% | -2.8% | +48.0% | +46.5% |
| 3M | +10.4% | -5.7% | +16.1% | +13.0% |
| 6M | -2.5% | -8.8% | +6.3% | +0.8% |
| YTD | -6.0% | +6.7% | -12.7% | -12.9% |
| 1Y | -56.4% | -3.6% | -52.8% | -56.8% |
| All | +304.5% | +73.7% | +230.8% | +211.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling