+495.5%
MSTR vs OMC
+51.0%
+444.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.3% |
| 7D | -11.5% | -0.3% | -11.2% | -11.4% |
| 30D | -24.8% | +10.6% | -35.5% | -28.9% |
| 3M | +20.6% | +2.6% | +18.0% | +18.8% |
| 6M | -38.0% | +16.6% | -54.6% | -43.6% |
| YTD | -24.7% | +10.9% | -35.6% | -30.2% |
| 1Y | -49.1% | +22.1% | -71.1% | -55.5% |
| 3Y | +124.7% | +27.5% | +97.2% | +87.5% |
| 5Y | +40.9% | +50.6% | -9.7% | +10.6% |
| All | +495.5% | +51.0% | +444.5% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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