-42.3%
MSTR vs MCO
+9.9%
-52.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.2% | +2.3% |
| 7D | -1.8% | +10.7% | -12.5% | -7.4% |
| 30D | -13.3% | +17.9% | -31.2% | -21.4% |
| 3M | +46.0% | +9.5% | +36.5% | +38.5% |
| 6M | -22.4% | +18.1% | -40.5% | -28.9% |
| YTD | -6.2% | +4.1% | -10.3% | -10.3% |
| 1Y | -42.3% | +9.3% | -51.6% | -45.2% |
| All | -42.3% | +9.9% | -52.2% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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