+521.9%
MSTR vs ROL
+214.5%
+307.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -14.2% | +0.8% | -14.9% | -14.5% |
| 30D | -19.9% | +20.6% | -40.4% | -25.7% |
| 3M | +27.3% | +4.5% | +22.8% | +24.4% |
| 6M | -37.6% | -26.5% | -11.0% | -29.9% |
| YTD | -19.5% | -34.8% | +15.4% | -5.9% |
| 1Y | -47.1% | -33.2% | -13.9% | -39.1% |
| 3Y | +140.3% | +4.5% | +135.8% | +121.3% |
| 5Y | +49.5% | +15.5% | +34.0% | +30.6% |
| 10Y | +521.9% | +217.2% | +304.6% | +265.3% |
| All | +521.9% | +214.5% | +307.4% | +265.3% |
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