+142.3%
MSTR vs ROP
-5.5%
+147.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -14.2% | -2.9% | -11.2% | -12.9% |
| 30D | -19.9% | +30.1% | -49.9% | -31.2% |
| 3M | +27.3% | +19.9% | +7.5% | +15.2% |
| 6M | -37.6% | +46.0% | -83.6% | -51.0% |
| YTD | -19.5% | +8.4% | -27.8% | -20.9% |
| 1Y | -47.1% | +8.8% | -55.9% | -48.4% |
| All | +142.3% | -5.5% | +147.9% | +229.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling