+1,252.0%
MSTR vs MCO
+4,811.6%
-3,559.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.4% |
| 7D | +12.2% | -4.2% | +16.3% | +14.6% |
| 30D | +45.2% | +2.2% | +43.0% | +43.9% |
| 3M | +10.4% | +10.1% | +0.3% | +5.5% |
| 6M | -2.5% | +5.3% | -7.7% | -5.0% |
| YTD | -6.0% | -2.7% | -3.3% | -5.3% |
| 1Y | -56.4% | -0.4% | -56.0% | -56.8% |
| 3Y | +306.3% | +49.0% | +257.3% | +237.3% |
| 5Y | +100.5% | +33.6% | +66.8% | +82.4% |
| 10Y | +741.1% | +395.3% | +345.8% | +349.3% |
| All | +1,252.0% | +4,811.6% | -3,559.7% | +62.3% |
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