+40.9%
MSTR vs ROL
+13.5%
+27.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.8% |
| 7D | -11.5% | -1.7% | -9.8% | -10.8% |
| 30D | -24.8% | +18.5% | -43.3% | -31.0% |
| 3M | +20.6% | +4.3% | +16.3% | +17.5% |
| 6M | -38.0% | -27.7% | -10.2% | -27.0% |
| YTD | -24.7% | -35.8% | +11.1% | -6.9% |
| 1Y | -49.1% | -34.1% | -15.0% | -38.4% |
| 3Y | +124.7% | +2.9% | +121.8% | +85.5% |
| 5Y | +40.9% | +12.7% | +28.2% | -12.8% |
| All | +40.9% | +13.5% | +27.5% | -12.8% |
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 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