+103.1%
MSTR vs ONON
-24.2%
+127.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.1% |
| 7D | -11.2% | -5.3% | -5.9% | -8.4% |
| 30D | +33.8% | -13.1% | +46.9% | +44.3% |
| 3M | +11.5% | -29.3% | +40.8% | +31.0% |
| 6M | -7.2% | -34.5% | +27.4% | +12.5% |
| YTD | -15.4% | -42.2% | +26.8% | +10.0% |
| 1Y | -60.6% | -37.3% | -23.3% | -52.1% |
| 3Y | +260.8% | -9.3% | +270.1% | +239.9% |
| All | +103.1% | -24.2% | +127.2% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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