+308.9%
MSTR vs O
+28.8%
+280.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +12.2% | -0.7% | +12.9% | +12.4% |
| 30D | +45.2% | -1.9% | +47.0% | +45.9% |
| 3M | +10.4% | +3.8% | +6.5% | +8.7% |
| 6M | -2.5% | -4.7% | +2.3% | -1.1% |
| YTD | -6.0% | +12.5% | -18.5% | -10.0% |
| 1Y | -56.4% | +10.8% | -67.2% | -58.0% |
| All | +308.9% | +28.8% | +280.0% | +283.4% |
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 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