+956.8%
MSTR vs MCO
+4,957.4%
-4,000.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.5% |
| 3M | +15.0% | +4.3% | +10.7% | +12.9% |
| 6M | -37.3% | +16.5% | -53.8% | -41.7% |
| YTD | -26.5% | +0.1% | -26.7% | -26.9% |
| 1Y | -46.5% | +4.4% | -50.9% | -47.9% |
| 3Y | +121.1% | +51.6% | +69.5% | +82.0% |
| 5Y | +37.5% | +36.7% | +0.8% | +24.0% |
| 10Y | +467.3% | +455.7% | +11.6% | +190.1% |
| All | +956.8% | +4,957.4% | -4,000.7% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling