+669.5%
MSTR vs ROK
+355.5%
+314.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.3% |
| 7D | +7.7% | +0.2% | +7.6% | +7.7% |
| 30D | +36.3% | -1.8% | +38.1% | +37.9% |
| 3M | +13.4% | -7.2% | +20.6% | +17.4% |
| 6M | -4.5% | +14.2% | -18.7% | -14.9% |
| YTD | -12.7% | +10.6% | -23.2% | -20.5% |
| 1Y | -59.6% | +25.9% | -85.5% | -66.5% |
| 3Y | +272.5% | +50.8% | +221.7% | +167.4% |
| 5Y | +107.1% | +47.0% | +60.1% | +48.9% |
| All | +669.5% | +355.5% | +314.0% | +290.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling