+1,252.0%
MSTR vs OMC
+574.1%
+677.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | 0.0% |
| 7D | +12.2% | -6.4% | +18.6% | +16.6% |
| 30D | +45.2% | +1.1% | +44.1% | +44.5% |
| 3M | +10.4% | +10.4% | 0.0% | +4.0% |
| 6M | -2.5% | -1.7% | -0.8% | -2.4% |
| YTD | -6.0% | +4.4% | -10.5% | -10.0% |
| 1Y | -56.4% | +8.4% | -64.9% | -59.7% |
| 3Y | +306.3% | +14.4% | +291.9% | +259.5% |
| 5Y | +100.5% | +33.9% | +66.6% | +66.2% |
| 10Y | +741.1% | +34.9% | +706.2% | +537.0% |
| All | +1,252.0% | +574.1% | +677.9% | +228.1% |
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