+86.6%
MSTR vs OSCR
-8.3%
+94.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -5.1% |
| 7D | +9.3% | +10.7% | -1.3% | +6.3% |
| 30D | +36.5% | +18.3% | +18.2% | +29.4% |
| 3M | +7.3% | +20.5% | -13.2% | +0.6% |
| 6M | +2.2% | +138.5% | -136.3% | -23.2% |
| YTD | -10.2% | +129.7% | -139.9% | -32.1% |
| 1Y | -58.6% | +62.8% | -121.4% | -66.0% |
| 3Y | +283.2% | +411.8% | -128.6% | +81.0% |
| 5Y | +113.8% | +99.9% | +13.8% | +10.5% |
| All | +86.6% | -8.3% | +94.9% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling