+121.1%
MSTR vs ROK
+63.3%
+57.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | -13.4% | +7.1% | -20.5% | -17.7% |
| 30D | -22.1% | -5.0% | -17.1% | -19.5% |
| 3M | +15.0% | -9.4% | +24.3% | +23.1% |
| 6M | -37.3% | -11.0% | -26.3% | -33.5% |
| YTD | -26.5% | +4.4% | -31.0% | -31.7% |
| 1Y | -46.5% | +7.4% | -53.9% | -51.4% |
| 3Y | +121.1% | +61.0% | +60.1% | +60.6% |
| All | +121.1% | +63.3% | +57.8% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling