+1,252.0%
MSTR vs ROP
+2,999.2%
-1,747.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | +0.6% |
| 7D | +12.2% | -4.4% | +16.6% | +15.1% |
| 30D | +45.2% | +3.2% | +41.9% | +43.1% |
| 3M | +10.4% | +23.1% | -12.7% | -2.7% |
| 6M | -2.5% | +13.3% | -15.8% | -10.7% |
| YTD | -6.0% | -7.9% | +1.8% | -3.6% |
| 1Y | -56.4% | -22.1% | -34.4% | -51.1% |
| 3Y | +306.3% | -16.8% | +323.1% | +342.6% |
| 5Y | +100.5% | -13.5% | +114.0% | +120.2% |
| 10Y | +741.1% | +137.7% | +603.4% | +422.2% |
| All | +1,252.0% | +2,999.2% | -1,747.3% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling