+906.6%
MSTR vs ROKU
+875.4%
+31.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | -11.2% | -2.6% | -8.6% | -10.5% |
| 30D | +33.8% | +2.1% | +31.7% | +32.8% |
| 3M | +11.5% | +31.8% | -20.3% | +1.6% |
| 6M | -7.2% | +53.3% | -60.4% | -18.9% |
| YTD | -15.4% | +42.1% | -57.5% | -24.4% |
| 1Y | -60.6% | +62.3% | -123.0% | -66.3% |
| 3Y | +260.8% | +84.6% | +176.2% | +183.8% |
| 5Y | +108.8% | -53.1% | +161.9% | +98.1% |
| All | +906.6% | +875.4% | +31.1% | +747.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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