+731.6%
MSTR vs ROP
+140.4%
+591.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | +0.9% |
| 7D | +12.2% | -4.4% | +16.6% | +15.6% |
| 30D | +45.2% | +3.2% | +41.9% | +42.7% |
| 3M | +10.4% | +23.1% | -12.7% | -5.0% |
| 6M | -2.5% | +13.3% | -15.8% | -12.1% |
| YTD | -6.0% | -7.9% | +1.8% | -2.6% |
| 1Y | -56.4% | -22.1% | -34.4% | -49.5% |
| 3Y | +306.3% | -16.8% | +323.1% | +352.9% |
| 5Y | +100.5% | -13.5% | +114.0% | +118.1% |
| All | +731.6% | +140.4% | +591.2% | +475.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling