+1,252.0%
MSTR vs ROL
+4,277.3%
-3,025.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +12.2% | -1.4% | +13.6% | +12.9% |
| 30D | +45.2% | -4.1% | +49.3% | +47.6% |
| 3M | +10.4% | -22.5% | +32.9% | +23.2% |
| 6M | -2.5% | -37.7% | +35.2% | +20.1% |
| YTD | -6.0% | -39.6% | +33.6% | +16.3% |
| 1Y | -56.4% | -36.0% | -20.4% | -48.1% |
| 3Y | +306.3% | -5.1% | +311.4% | +295.9% |
| 5Y | +100.5% | -3.4% | +103.9% | +94.3% |
| 10Y | +741.1% | +215.2% | +525.8% | +338.4% |
| All | +1,252.0% | +4,277.3% | -3,025.4% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling