+107.1%
MSTR vs MCO
+29.3%
+77.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -1.3% |
| 7D | +7.7% | -3.1% | +10.9% | +12.0% |
| 30D | +36.3% | -0.5% | +36.9% | +37.5% |
| 3M | +13.4% | +5.7% | +7.7% | +6.5% |
| 6M | -4.5% | +3.0% | -7.5% | -8.9% |
| YTD | -12.7% | -6.5% | -6.2% | -8.4% |
| 1Y | -59.6% | -5.8% | -53.8% | -58.8% |
| 3Y | +272.5% | +43.1% | +229.3% | +105.9% |
| 5Y | +107.1% | +29.5% | +77.7% | +23.9% |
| All | +107.1% | +29.3% | +77.8% | +23.9% |
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