+1,046.2%
MSTR vs COST
+5,262.0%
-4,215.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.7% | +4.6% | -15.3% | -12.9% |
| 30D | -21.6% | +12.8% | -34.3% | -26.8% |
| 3M | +24.4% | +12.1% | +12.3% | +16.0% |
| 6M | -35.5% | +6.0% | -41.5% | -38.5% |
| YTD | -20.3% | +24.4% | -44.7% | -30.6% |
| 1Y | -49.3% | +17.1% | -66.5% | -54.5% |
| 3Y | +137.8% | +92.2% | +45.6% | +63.8% |
| 5Y | +48.3% | +122.5% | -74.2% | -1.1% |
| 10Y | +526.8% | +758.9% | -232.1% | +115.6% |
| All | +1,046.2% | +5,262.0% | -4,215.8% | +44.6% |
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