+690.7%
MSTR vs OMC
+32.3%
+658.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.4% |
| 7D | +9.3% | -5.8% | +15.1% | +13.0% |
| 30D | +36.5% | -4.8% | +41.3% | +40.3% |
| 3M | +7.3% | +9.2% | -1.9% | +2.0% |
| 6M | +2.2% | -2.5% | +4.7% | +2.8% |
| YTD | -10.2% | +2.6% | -12.7% | -12.9% |
| 1Y | -58.6% | +5.9% | -64.6% | -61.1% |
| 3Y | +283.2% | +14.2% | +269.0% | +240.8% |
| 5Y | +113.8% | +33.2% | +80.5% | +78.7% |
| 10Y | +690.7% | +33.4% | +657.3% | +505.8% |
| All | +690.7% | +32.3% | +658.5% | +505.8% |
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