+181.3%
MSTR vs MOS
-26.7%
+208.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -10.4% |
| 7D | -8.7% | +22.5% | -31.2% | -15.2% |
| 30D | -21.4% | +6.6% | -28.1% | -23.5% |
| 3M | +31.4% | -3.8% | +35.2% | +31.4% |
| 6M | -30.8% | -2.2% | -28.6% | -31.7% |
| YTD | -14.9% | -4.8% | -10.1% | -17.4% |
| 1Y | -49.3% | -11.7% | -37.6% | -49.3% |
| All | +181.3% | -26.7% | +208.0% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling