+690.7%
MSTR vs ON
+552.1%
+138.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -2.3% |
| 7D | +9.3% | -2.2% | +11.5% | +10.6% |
| 30D | +36.5% | -12.4% | +48.9% | +45.2% |
| 3M | +7.3% | -41.2% | +48.5% | +33.2% |
| 6M | +2.2% | +25.0% | -22.7% | -15.4% |
| YTD | -10.2% | +31.3% | -41.4% | -28.3% |
| 1Y | -58.6% | +45.4% | -104.0% | -68.8% |
| 3Y | +283.2% | -27.4% | +310.6% | +271.8% |
| 5Y | +113.8% | +58.5% | +55.3% | +52.1% |
| 10Y | +690.7% | +561.8% | +128.9% | +275.7% |
| All | +690.7% | +552.1% | +138.6% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling