+308.9%
MSTR vs MOS
-29.5%
+338.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | +12.2% | +9.5% | +2.6% | +8.3% |
| 30D | +45.2% | +10.4% | +34.7% | +39.7% |
| 3M | +10.4% | +12.9% | -2.5% | +5.0% |
| 6M | -2.5% | +1.2% | -3.7% | -5.2% |
| YTD | -6.0% | +9.3% | -15.3% | -12.0% |
| 1Y | -56.4% | -18.0% | -38.4% | -54.0% |
| All | +308.9% | -29.5% | +338.3% | +310.4% |
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