+458.6%
MSTR vs ON
+199.0%
+259.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +12.2% | +2.4% | +9.7% | +11.5% |
| 30D | +45.2% | -3.3% | +48.5% | +46.6% |
| 3M | +10.4% | -43.6% | +54.0% | +29.3% |
| 6M | -2.5% | +19.0% | -21.4% | -11.0% |
| YTD | -6.0% | +37.4% | -43.4% | -18.5% |
| 1Y | -56.4% | +54.8% | -111.2% | -63.7% |
| 3Y | +306.3% | -25.2% | +331.5% | +305.5% |
| 5Y | +100.5% | +62.7% | +37.8% | +67.2% |
| 10Y | +741.1% | +574.3% | +166.7% | +349.5% |
| All | +458.6% | +199.0% | +259.6% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling