+40.4%
MSTR vs ROL
+15.7%
+24.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -3.7% |
| 7D | -13.4% | +3.0% | -16.4% | -14.7% |
| 30D | -22.1% | +19.8% | -41.8% | -28.8% |
| 3M | +15.0% | +7.9% | +7.1% | +10.1% |
| 6M | -37.3% | -25.6% | -11.7% | -27.3% |
| YTD | -26.5% | -34.1% | +7.6% | -10.3% |
| 1Y | -46.5% | -31.4% | -15.1% | -36.8% |
| 3Y | +121.1% | +4.7% | +116.4% | +81.6% |
| All | +40.4% | +15.7% | +24.7% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling