+79.0%
MSTR vs OSCR
-9.0%
+88.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -8.3% | +1.6% | -9.9% | -8.8% |
| 30D | +38.1% | +10.7% | +27.4% | +33.6% |
| 3M | +9.0% | +13.4% | -4.3% | +4.0% |
| 6M | -5.3% | +144.6% | -149.9% | -29.4% |
| YTD | -13.8% | +128.0% | -141.9% | -34.8% |
| 1Y | -59.8% | +68.7% | -128.5% | -67.4% |
| 3Y | +282.2% | +398.8% | -116.6% | +82.2% |
| 5Y | +112.8% | +87.3% | +25.5% | +12.5% |
| All | +79.0% | -9.0% | +88.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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