+121.1%
MSTR vs OSCR
+339.8%
-218.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -1.8% |
| 7D | -13.4% | +1.3% | -14.7% | -13.8% |
| 30D | -22.1% | -9.5% | -12.5% | -20.4% |
| 3M | +15.0% | +0.9% | +14.1% | +14.1% |
| 6M | -37.3% | +31.5% | -68.8% | -41.9% |
| YTD | -26.5% | +116.1% | -142.6% | -39.9% |
| 1Y | -46.5% | +122.6% | -169.1% | -56.6% |
| 3Y | +121.1% | +356.6% | -235.5% | +45.7% |
| All | +121.1% | +339.8% | -218.7% | +45.7% |
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