+304.5%
MSTR vs OMC
+14.6%
+289.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.2% |
| 7D | +12.2% | -6.4% | +18.6% | +15.9% |
| 30D | +45.2% | +1.1% | +44.1% | +44.6% |
| 3M | +10.4% | +10.4% | 0.0% | +4.8% |
| 6M | -2.5% | -1.7% | -0.8% | -2.2% |
| YTD | -6.0% | +4.4% | -10.5% | -9.0% |
| 1Y | -56.4% | +8.4% | -64.9% | -59.0% |
| All | +304.5% | +14.6% | +289.9% | +274.8% |
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 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