+690.7%
MSTR vs O
+50.0%
+640.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +9.3% | -0.6% | +9.9% | +9.6% |
| 30D | +36.5% | -2.0% | +38.5% | +37.7% |
| 3M | +7.3% | +3.0% | +4.3% | +5.5% |
| 6M | +2.2% | -3.6% | +5.9% | +3.5% |
| YTD | -10.2% | +12.1% | -22.2% | -15.3% |
| 1Y | -58.6% | +8.9% | -67.5% | -60.5% |
| 3Y | +283.2% | +30.3% | +252.8% | +231.3% |
| 5Y | +113.8% | +13.7% | +100.1% | +101.2% |
| 10Y | +690.7% | +50.3% | +640.5% | +565.2% |
| All | +690.7% | +50.0% | +640.7% | +565.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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