+1,089.0%
MSTR vs OMC
+629.5%
+459.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -4.0% |
| 7D | -4.0% | +5.4% | -9.3% | -6.7% |
| 30D | -18.6% | +15.7% | -34.3% | -25.2% |
| 3M | +25.6% | +4.9% | +20.7% | +21.9% |
| 6M | -33.1% | +17.3% | -50.3% | -39.7% |
| YTD | -17.3% | +13.0% | -30.4% | -24.6% |
| 1Y | -48.1% | +24.1% | -72.2% | -55.4% |
| 3Y | +154.2% | +31.2% | +123.0% | +107.3% |
| 5Y | +46.2% | +53.4% | -7.2% | +12.0% |
| 10Y | +554.5% | +55.5% | +499.0% | +355.9% |
| All | +1,089.0% | +629.5% | +459.6% | +174.9% |
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