+126.6%
MSTR vs MCO
+51.5%
+75.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -5.3% |
| 7D | -11.5% | -1.7% | -9.8% | -10.4% |
| 30D | -24.8% | +9.1% | -34.0% | -29.5% |
| 3M | +20.6% | +6.2% | +14.4% | +15.7% |
| 6M | -38.0% | +12.6% | -50.6% | -43.1% |
| YTD | -24.7% | -0.2% | -24.5% | -25.0% |
| 1Y | -49.1% | +4.1% | -53.2% | -51.0% |
| All | +126.6% | +51.5% | +75.2% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling