+570.4%
MSTR vs O
+69.5%
+500.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -1.2% | +3.7% | -4.9% | -2.8% |
| 30D | -15.9% | +11.2% | -27.1% | -20.0% |
| 3M | +33.1% | -4.0% | +37.1% | +35.3% |
| 6M | -31.0% | -5.2% | -25.7% | -29.7% |
| YTD | -15.1% | +9.5% | -24.6% | -19.4% |
| 1Y | -45.6% | +10.6% | -56.2% | -48.7% |
| 3Y | +180.5% | +38.1% | +142.4% | +135.0% |
| 5Y | +61.7% | +10.2% | +51.4% | +53.6% |
| All | +570.4% | +69.5% | +500.9% | +453.4% |
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