+49.9%
MSTR vs ROL
+13.1%
+36.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.7% |
| 7D | -1.2% | +9.5% | -10.7% | -5.4% |
| 30D | -15.9% | +22.9% | -38.9% | -24.3% |
| 3M | +33.1% | +3.5% | +29.6% | +30.2% |
| 6M | -31.0% | -29.4% | -1.6% | -17.9% |
| YTD | -15.1% | -36.1% | +20.9% | +5.0% |
| 1Y | -45.6% | -34.4% | -11.3% | -34.2% |
| 3Y | +180.5% | +4.0% | +176.5% | +129.7% |
| All | +49.9% | +13.1% | +36.8% | -7.9% |
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