+1,089.0%
MSTR vs COST
+5,262.2%
-4,173.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.2% |
| 7D | -4.0% | +2.5% | -6.4% | -5.3% |
| 30D | -18.6% | +12.8% | -31.4% | -24.1% |
| 3M | +25.6% | +12.7% | +12.9% | +16.8% |
| 6M | -33.1% | +6.0% | -39.1% | -36.2% |
| YTD | -17.3% | +24.4% | -41.7% | -28.0% |
| 1Y | -48.1% | +16.2% | -64.3% | -53.2% |
| 3Y | +154.2% | +96.9% | +57.3% | +72.9% |
| 5Y | +46.2% | +121.1% | -74.9% | -2.2% |
| 10Y | +554.5% | +758.4% | -203.9% | +125.2% |
| All | +1,089.0% | +5,262.2% | -4,173.2% | +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 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