-47.1%
MSTR vs ROL
-33.3%
-13.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | -14.2% | +0.8% | -14.9% | -14.1% |
| 30D | -19.9% | +20.6% | -40.4% | -19.1% |
| 3M | +27.3% | +4.5% | +22.8% | +28.0% |
| 6M | -37.6% | -26.5% | -11.0% | -41.0% |
| YTD | -19.5% | -34.8% | +15.4% | -22.8% |
| 1Y | -47.1% | -33.2% | -13.9% | -47.6% |
| All | -47.1% | -33.3% | -13.8% | -47.6% |
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 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