+1,252.0%
MSTR vs COST
+4,498.8%
-3,246.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -0.8% |
| 7D | +12.2% | -3.1% | +15.3% | +14.1% |
| 30D | +45.2% | -2.8% | +48.0% | +46.8% |
| 3M | +10.4% | -5.7% | +16.1% | +13.1% |
| 6M | -2.5% | -8.8% | +6.3% | +1.0% |
| YTD | -6.0% | +6.7% | -12.7% | -10.8% |
| 1Y | -56.4% | -3.6% | -52.8% | -56.5% |
| 3Y | +306.3% | +75.1% | +231.2% | +195.2% |
| 5Y | +100.5% | +108.9% | -8.4% | +39.6% |
| 10Y | +741.1% | +586.2% | +154.9% | +225.9% |
| All | +1,252.0% | +4,498.8% | -3,246.8% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling