+121.1%
MSTR vs O
+39.0%
+82.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -13.4% | -0.4% | -13.1% | -13.3% |
| 30D | -22.1% | +7.1% | -29.2% | -23.4% |
| 3M | +15.0% | -5.2% | +20.2% | +16.8% |
| 6M | -37.3% | -1.8% | -35.5% | -37.1% |
| YTD | -26.5% | +9.1% | -35.6% | -29.0% |
| 1Y | -46.5% | +9.7% | -56.2% | -48.4% |
| 3Y | +121.1% | +39.1% | +81.9% | +128.1% |
| All | +121.1% | +39.0% | +82.1% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling