+570.4%
MSTR vs ROL
+216.1%
+354.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | -1.2% | +9.5% | -10.7% | -4.7% |
| 30D | -15.9% | +22.9% | -38.9% | -22.7% |
| 3M | +33.1% | +3.5% | +29.6% | +30.6% |
| 6M | -31.0% | -29.4% | -1.6% | -21.3% |
| YTD | -15.1% | -36.1% | +20.9% | -0.1% |
| 1Y | -45.6% | -34.4% | -11.3% | -37.0% |
| 3Y | +180.5% | +4.0% | +176.5% | +158.7% |
| 5Y | +61.7% | +13.2% | +48.4% | +42.3% |
| All | +570.4% | +216.1% | +354.3% | +307.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling