+645.5%
MSTR vs ROK
+350.4%
+295.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.4% |
| 7D | -11.2% | -1.6% | -9.6% | -10.2% |
| 30D | +33.8% | -5.4% | +39.2% | +38.9% |
| 3M | +11.5% | -4.0% | +15.4% | +12.8% |
| 6M | -7.2% | +13.3% | -20.5% | -16.9% |
| YTD | -15.4% | +9.3% | -24.7% | -22.4% |
| 1Y | -60.6% | +25.8% | -86.4% | -67.3% |
| 3Y | +260.8% | +49.1% | +211.7% | +161.0% |
| 5Y | +108.8% | +45.9% | +63.0% | +51.1% |
| All | +645.5% | +350.4% | +295.1% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling