+40.9%
MSTR vs MCO
+36.8%
+4.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -4.9% | -4.7% |
| 7D | -11.5% | -1.7% | -9.8% | -9.8% |
| 30D | -24.8% | +9.1% | -34.0% | -32.0% |
| 3M | +20.6% | +6.2% | +14.4% | +12.8% |
| 6M | -38.0% | +12.6% | -50.6% | -46.3% |
| YTD | -24.7% | -0.2% | -24.5% | -26.7% |
| 1Y | -49.1% | +4.1% | -53.2% | -53.2% |
| 3Y | +124.7% | +50.6% | +74.1% | +14.7% |
| 5Y | +40.9% | +36.2% | +4.7% | -21.5% |
| All | +40.9% | +36.8% | +4.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling