+690.7%
MSTR vs ROST
+303.5%
+387.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +9.3% | +0.2% | +9.1% | +9.2% |
| 30D | +36.5% | -10.0% | +46.5% | +44.3% |
| 3M | +7.3% | +1.2% | +6.1% | +5.8% |
| 6M | +2.2% | +8.9% | -6.7% | -3.9% |
| YTD | -10.2% | +28.1% | -38.2% | -22.9% |
| 1Y | -58.6% | +53.0% | -111.6% | -68.1% |
| 3Y | +283.2% | +97.9% | +185.3% | +155.6% |
| 5Y | +113.8% | +112.0% | +1.8% | +34.9% |
| 10Y | +690.7% | +303.0% | +387.8% | +314.9% |
| All | +690.7% | +303.5% | +387.3% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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