-46.5%
MSTR vs MCO
+4.6%
-51.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.6% |
| 7D | -13.4% | +0.5% | -13.9% | -13.6% |
| 30D | -22.1% | +9.8% | -31.9% | -26.2% |
| 3M | +15.0% | +4.3% | +10.7% | +12.4% |
| 6M | -37.3% | +16.5% | -53.8% | -41.7% |
| YTD | -26.5% | +0.1% | -26.7% | -28.0% |
| 1Y | -46.5% | +4.4% | -50.9% | -47.0% |
| All | -46.5% | +4.6% | -51.0% | -47.0% |
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