+645.5%
MSTR vs MCO
+385.7%
+259.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.0% |
| 7D | -11.2% | -7.3% | -3.9% | -5.9% |
| 30D | +33.8% | -1.7% | +35.5% | +35.9% |
| 3M | +11.5% | +3.9% | +7.5% | +8.4% |
| 6M | -7.2% | +3.8% | -11.0% | -10.2% |
| YTD | -15.4% | -7.9% | -7.5% | -11.1% |
| 1Y | -60.6% | -6.8% | -53.8% | -59.4% |
| 3Y | +260.8% | +40.9% | +219.9% | +169.4% |
| 5Y | +108.8% | +27.5% | +81.4% | +68.9% |
| All | +645.5% | +385.7% | +259.8% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling