+180.5%
MSTR vs OMC
+23.9%
+156.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -1.2% | +6.3% | -7.5% | -3.9% |
| 30D | -15.9% | +15.4% | -31.3% | -21.4% |
| 3M | +33.1% | +5.8% | +27.4% | +29.6% |
| 6M | -31.0% | +14.7% | -45.7% | -35.9% |
| YTD | -15.1% | +10.3% | -25.5% | -20.0% |
| 1Y | -45.6% | +23.2% | -68.9% | -51.8% |
| 3Y | +180.5% | +24.6% | +155.9% | +185.6% |
| All | +180.5% | +23.9% | +156.6% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling