-60.6%
MSTR vs MCO
-7.0%
-53.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | -11.2% | -7.3% | -3.9% | -7.8% |
| 30D | +33.8% | -1.7% | +35.5% | +35.4% |
| 3M | +11.5% | +3.9% | +7.5% | +10.3% |
| 6M | -7.2% | +3.8% | -11.0% | -8.1% |
| YTD | -15.4% | -7.9% | -7.5% | -13.7% |
| 1Y | -60.6% | -6.8% | -53.8% | -60.4% |
| All | -60.6% | -7.0% | -53.6% | -60.4% |
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