+1,089.0%
MSTR vs ROK
+4,345.2%
-3,256.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -4.4% |
| 7D | -4.0% | -11.5% | +7.6% | +2.0% |
| 30D | -18.6% | -10.0% | -8.6% | -14.2% |
| 3M | +25.6% | -11.4% | +37.0% | +33.6% |
| 6M | -33.1% | -13.7% | -19.4% | -28.7% |
| YTD | -17.3% | +1.0% | -18.4% | -18.9% |
| 1Y | -48.1% | +5.6% | -53.7% | -50.3% |
| 3Y | +154.2% | +59.1% | +95.1% | +99.0% |
| 5Y | +46.2% | +26.1% | +20.1% | +31.7% |
| 10Y | +554.5% | +266.4% | +288.1% | +254.3% |
| All | +1,089.0% | +4,345.2% | -3,256.2% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling