+495.5%
MSTR vs MOS
-4.2%
+499.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.6% | -1.9% | -5.0% |
| 7D | -11.5% | -2.6% | -9.0% | -10.7% |
| 30D | -24.8% | +13.5% | -38.3% | -28.4% |
| 3M | +20.6% | -2.9% | +23.5% | +20.4% |
| 6M | -38.0% | -1.0% | -37.0% | -38.9% |
| YTD | -24.7% | -7.2% | -17.5% | -25.5% |
| 1Y | -49.1% | -11.4% | -37.7% | -49.0% |
| 3Y | +124.7% | -29.0% | +153.7% | +137.1% |
| 5Y | +40.9% | -34.0% | +74.9% | +52.2% |
| All | +495.5% | -4.2% | +499.7% | +412.1% |
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