+481.0%
MSTR vs ROL
+221.5%
+259.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -3.4% |
| 7D | -13.4% | +3.0% | -16.4% | -14.4% |
| 30D | -22.1% | +19.8% | -41.8% | -27.6% |
| 3M | +15.0% | +7.9% | +7.1% | +10.9% |
| 6M | -37.3% | -25.6% | -11.7% | -29.9% |
| YTD | -26.5% | -34.1% | +7.6% | -14.5% |
| 1Y | -46.5% | -31.4% | -15.1% | -39.1% |
| 3Y | +121.1% | +4.7% | +116.4% | +103.5% |
| 5Y | +37.5% | +15.6% | +21.9% | +20.0% |
| All | +481.0% | +221.5% | +259.5% | +244.8% |
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