+766.9%
MSTR vs OUST
-62.4%
+829.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | +12.2% | +5.2% | +6.9% | +10.5% |
| 30D | +45.2% | -19.3% | +64.4% | +53.6% |
| 3M | +10.4% | -22.6% | +33.0% | +11.9% |
| 6M | -2.5% | +62.8% | -65.3% | -25.9% |
| YTD | -6.0% | +68.3% | -74.4% | -29.5% |
| 1Y | -56.4% | +28.5% | -85.0% | -65.5% |
| 3Y | +306.3% | +554.0% | -247.8% | +45.5% |
| 5Y | +100.5% | -56.2% | +156.7% | +51.5% |
| All | +766.9% | -62.4% | +829.3% | +532.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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