-42.3%
MSTR vs ROL
-34.1%
-8.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +5.1% |
| 7D | -1.8% | +14.6% | -16.4% | -1.4% |
| 30D | -13.3% | +29.3% | -42.6% | -12.5% |
| 3M | +46.0% | +2.0% | +44.0% | +46.5% |
| 6M | -22.4% | -28.5% | +6.1% | -26.5% |
| YTD | -6.2% | -35.3% | +29.1% | -10.2% |
| 1Y | -42.3% | -34.7% | -7.6% | -45.0% |
| All | -42.3% | -34.1% | -8.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling