+282.2%
MSTR vs OSCR
+401.8%
-119.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -8.3% | +1.6% | -9.9% | -8.7% |
| 30D | +38.1% | +10.7% | +27.4% | +34.7% |
| 3M | +9.0% | +13.4% | -4.3% | +5.2% |
| 6M | -5.3% | +144.6% | -149.9% | -24.2% |
| YTD | -13.8% | +128.0% | -141.9% | -30.2% |
| 1Y | -59.8% | +68.7% | -128.5% | -65.7% |
| 3Y | +282.2% | +398.8% | -116.6% | +142.7% |
| All | +282.2% | +401.8% | -119.6% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling