-45.6%
MSTR vs ROP
+8.2%
-53.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | -1.2% | +2.1% | -3.4% | -1.6% |
| 30D | -15.9% | +32.9% | -48.9% | -22.0% |
| 3M | +33.1% | +20.0% | +13.1% | +27.7% |
| 6M | -31.0% | +36.4% | -67.4% | -35.1% |
| YTD | -15.1% | +7.8% | -23.0% | -25.0% |
| 1Y | -45.6% | +8.0% | -53.6% | -52.1% |
| All | -45.6% | +8.2% | -53.9% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling