+736.9%
MSTR vs MOS
+5.8%
+731.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | +12.2% | +9.5% | +2.6% | +8.5% |
| 30D | +45.2% | +10.4% | +34.7% | +40.1% |
| 3M | +10.4% | +12.9% | -2.5% | +5.3% |
| 6M | -2.5% | +1.2% | -3.7% | -4.8% |
| YTD | -6.0% | +9.3% | -15.3% | -11.0% |
| 1Y | -56.4% | -18.0% | -38.4% | -54.6% |
| 3Y | +306.3% | -29.0% | +335.3% | +331.0% |
| 5Y | +100.5% | -9.6% | +110.1% | +97.6% |
| All | +736.9% | +5.8% | +731.1% | +605.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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