+404.4%
MSTR vs ON
+154.5%
+249.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.2% | -11.7% | +10.5% | +2.8% |
| 30D | -15.9% | -23.3% | +7.3% | -8.6% |
| 3M | +33.1% | -19.2% | +52.3% | +41.9% |
| 6M | -31.0% | -40.1% | +9.2% | -21.6% |
| YTD | -15.1% | +16.9% | -32.1% | -22.8% |
| 1Y | -45.6% | +29.7% | -75.4% | -52.2% |
| 3Y | +180.5% | -4.4% | +184.9% | +163.7% |
| 5Y | +61.7% | +7.1% | +54.6% | +51.9% |
| 10Y | +578.0% | +447.2% | +130.8% | +285.7% |
| All | +404.4% | +154.5% | +249.9% | +149.2% |
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