-49.3%
MSTR vs ROL
-32.6%
-16.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -10.7% | +3.4% | -14.1% | -10.6% |
| 30D | -21.6% | +20.8% | -42.3% | -20.8% |
| 3M | +24.4% | +3.7% | +20.7% | +25.0% |
| 6M | -35.5% | -27.7% | -7.8% | -39.3% |
| YTD | -20.3% | -34.9% | +14.6% | -23.7% |
| 1Y | -49.3% | -33.3% | -16.0% | -49.8% |
| All | -49.3% | -32.6% | -16.7% | -49.8% |
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 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