+659.5%
MSTR vs MOH
+264.4%
+395.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | -8.3% | +1.7% | -10.0% | -8.4% |
| 30D | +38.1% | -0.9% | +39.0% | +38.1% |
| 3M | +9.0% | +5.7% | +3.3% | +8.1% |
| 6M | -5.3% | +39.1% | -44.4% | -9.0% |
| YTD | -13.8% | +17.7% | -31.5% | -16.9% |
| 1Y | -59.8% | +8.4% | -68.2% | -61.0% |
| 3Y | +282.2% | -36.6% | +318.8% | +288.5% |
| 5Y | +112.8% | -19.1% | +131.8% | +108.9% |
| All | +659.5% | +264.4% | +395.1% | +557.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling