+346.7%
MSTR vs ROIV
+248.8%
+97.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.2% | -5.1% | -7.8% |
| 7D | -8.7% | -2.4% | -6.3% | -7.8% |
| 30D | -21.4% | +3.1% | -24.5% | -22.1% |
| 3M | +31.4% | +5.8% | +25.6% | +27.6% |
| 6M | -30.8% | +29.3% | -60.1% | -37.9% |
| YTD | -14.9% | +68.8% | -83.7% | -30.1% |
| 1Y | -49.3% | +81.0% | -130.3% | -59.3% |
| 3Y | +184.8% | +294.6% | -109.8% | +75.6% |
| 5Y | +62.1% | +373.1% | -311.0% | -31.6% |
| All | +346.7% | +248.8% | +97.9% | +122.1% |
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