+285.6%
MSTR vs ROIV
+276.5%
+9.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.0% |
| 7D | -13.4% | +1.7% | -15.1% | -14.0% |
| 30D | -22.1% | +17.6% | -39.7% | -26.2% |
| 3M | +15.0% | +9.0% | +6.0% | +10.4% |
| 6M | -37.3% | +35.3% | -72.6% | -44.7% |
| YTD | -26.5% | +82.2% | -108.7% | -41.3% |
| 1Y | -46.5% | +92.3% | -138.7% | -58.0% |
| 3Y | +121.1% | +336.8% | -215.7% | +31.8% |
| 5Y | +37.5% | +370.6% | -333.1% | -44.0% |
| All | +285.6% | +276.5% | +9.2% | +86.5% |
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