+1,249.5%
MSTR vs MOS
+4.5%
+1,245.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +17.4% | -12.3% | +0.3% |
| 7D | -1.8% | +17.9% | -19.8% | -6.5% |
| 30D | -13.3% | +1.6% | -14.9% | -14.1% |
| 3M | +46.0% | -4.0% | +50.0% | +46.3% |
| 6M | -22.4% | -4.1% | -18.3% | -22.7% |
| YTD | -6.2% | -7.8% | +1.6% | -6.5% |
| 1Y | -42.3% | -15.6% | -26.7% | -41.2% |
| 3Y | +214.0% | -28.9% | +242.9% | +230.4% |
| 5Y | +78.2% | -36.8% | +115.0% | +91.8% |
| 10Y | +649.6% | +6.7% | +642.9% | +535.9% |
| All | +1,249.5% | +4.5% | +1,245.0% | +856.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling