+393.3%
MSTR vs ROIV
+232.7%
+160.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.9% |
| 7D | +12.2% | +0.6% | +11.5% | +11.9% |
| 30D | +45.2% | +1.0% | +44.2% | +44.7% |
| 3M | +10.4% | +18.3% | -7.9% | +3.5% |
| 6M | -2.5% | +18.3% | -20.8% | -8.8% |
| YTD | -6.0% | +61.0% | -67.0% | -20.7% |
| 1Y | -56.4% | +177.9% | -234.3% | -69.4% |
| 3Y | +306.3% | +199.1% | +107.2% | +169.4% |
| 5Y | +100.5% | +250.7% | -150.2% | -7.4% |
| All | +393.3% | +232.7% | +160.7% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling