+180.5%
MSTR vs MOS
-26.6%
+207.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.2% | +21.6% | -22.8% | -8.0% |
| 30D | -15.9% | +12.0% | -27.9% | -19.6% |
| 3M | +33.1% | -3.9% | +37.0% | +33.1% |
| 6M | -31.0% | -3.3% | -27.7% | -31.6% |
| YTD | -15.1% | -4.6% | -10.5% | -17.7% |
| 1Y | -45.6% | -7.0% | -38.7% | -47.0% |
| 3Y | +180.5% | -24.4% | +204.9% | +178.4% |
| All | +180.5% | -26.6% | +207.1% | +178.4% |
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