+731.6%
MSTR vs ROL
+213.5%
+518.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +12.2% | -1.4% | +13.6% | +12.8% |
| 30D | +45.2% | -4.1% | +49.3% | +47.3% |
| 3M | +10.4% | -22.5% | +32.9% | +21.6% |
| 6M | -2.5% | -37.7% | +35.2% | +17.2% |
| YTD | -6.0% | -39.6% | +33.6% | +13.4% |
| 1Y | -56.4% | -36.0% | -20.4% | -49.3% |
| 3Y | +306.3% | -5.1% | +311.4% | +289.2% |
| 5Y | +100.5% | -3.4% | +103.9% | +86.8% |
| All | +731.6% | +213.5% | +518.1% | +450.4% |
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