+1,046.2%
MSTR vs OMC
+632.3%
+414.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -10.7% | +6.8% | -17.6% | -14.0% |
| 30D | -21.6% | +16.2% | -37.7% | -28.0% |
| 3M | +24.4% | +6.0% | +18.4% | +20.0% |
| 6M | -35.5% | +17.7% | -53.2% | -42.0% |
| YTD | -20.3% | +13.5% | -33.8% | -27.5% |
| 1Y | -49.3% | +27.2% | -76.5% | -57.1% |
| 3Y | +137.8% | +30.4% | +107.4% | +94.5% |
| 5Y | +48.3% | +53.5% | -5.2% | +13.5% |
| 10Y | +526.8% | +57.0% | +469.8% | +334.2% |
| All | +1,046.2% | +632.3% | +414.0% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling