+554.5%
MSTR vs ROP
+189.6%
+364.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -1.9% |
| 7D | -4.0% | -1.6% | -2.3% | -3.0% |
| 30D | -18.6% | +29.5% | -48.2% | -31.8% |
| 3M | +25.6% | +17.5% | +8.0% | +12.5% |
| 6M | -33.1% | +38.1% | -71.1% | -47.3% |
| YTD | -17.3% | +7.0% | -24.3% | -22.9% |
| 1Y | -48.1% | +6.5% | -54.6% | -51.5% |
| 3Y | +154.2% | -5.5% | +159.7% | +158.9% |
| 5Y | +46.2% | -0.4% | +46.6% | +43.6% |
| 10Y | +554.5% | +183.6% | +370.9% | +301.5% |
| All | +554.5% | +189.6% | +364.9% | +301.5% |
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