+536.9%
MSTR vs ROST
+317.3%
+219.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.5% |
| 7D | -14.2% | -1.8% | -12.3% | -13.2% |
| 30D | -19.9% | +6.8% | -26.7% | -23.0% |
| 3M | +27.3% | -4.0% | +31.3% | +29.3% |
| 6M | -37.6% | +12.9% | -50.4% | -42.7% |
| YTD | -19.5% | +34.7% | -54.2% | -33.1% |
| 1Y | -47.1% | +49.5% | -96.6% | -58.9% |
| 3Y | +140.3% | +101.5% | +38.8% | +57.7% |
| 5Y | +49.5% | +120.7% | -71.2% | -8.3% |
| All | +536.9% | +317.3% | +219.6% | +229.2% |
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