+49.9%
MSTR vs OMC
+49.2%
+0.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.3% |
| 7D | -1.2% | +6.3% | -7.5% | -5.2% |
| 30D | -15.9% | +15.4% | -31.3% | -24.0% |
| 3M | +33.1% | +5.8% | +27.4% | +27.7% |
| 6M | -31.0% | +14.7% | -45.7% | -38.5% |
| YTD | -15.1% | +10.3% | -25.5% | -23.1% |
| 1Y | -45.6% | +23.2% | -68.9% | -55.3% |
| 3Y | +180.5% | +24.6% | +155.9% | +109.5% |
| All | +49.9% | +49.2% | +0.7% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling