+554.5%
MSTR vs MOS
+6.2%
+548.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.2% |
| 7D | -4.0% | +19.7% | -23.6% | -10.1% |
| 30D | -18.6% | +21.5% | -40.1% | -24.3% |
| 3M | +25.6% | -0.4% | +26.0% | +24.2% |
| 6M | -33.1% | +4.5% | -37.6% | -35.4% |
| YTD | -17.3% | -2.9% | -14.4% | -19.4% |
| 1Y | -48.1% | -7.7% | -40.4% | -48.7% |
| 3Y | +154.2% | -25.6% | +179.8% | +163.9% |
| 5Y | +46.2% | -31.2% | +77.4% | +55.6% |
| 10Y | +554.5% | +2.8% | +551.7% | +460.2% |
| All | +554.5% | +6.2% | +548.4% | +460.2% |
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