+333.9%
MSTR vs ROIV
+287.3%
+46.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -4.2% |
| 7D | -4.0% | +13.3% | -17.3% | -8.1% |
| 30D | -18.6% | +14.8% | -33.4% | -22.4% |
| 3M | +25.6% | +11.9% | +13.7% | +19.4% |
| 6M | -33.1% | +42.4% | -75.5% | -42.0% |
| YTD | -17.3% | +87.4% | -104.8% | -34.6% |
| 1Y | -48.1% | +97.2% | -145.3% | -59.6% |
| 3Y | +154.2% | +375.7% | -221.5% | +47.5% |
| 5Y | +46.2% | +379.0% | -332.8% | -41.1% |
| All | +333.9% | +287.3% | +46.6% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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