-59.8%
MSTR vs ROST
+55.6%
-115.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.5% | +0.9% |
| 7D | -8.3% | +0.2% | -8.5% | -8.4% |
| 30D | +38.1% | -6.9% | +45.0% | +42.0% |
| 3M | +9.0% | -3.3% | +12.3% | +10.7% |
| 6M | -5.3% | +9.0% | -14.4% | -10.9% |
| YTD | -13.8% | +28.9% | -42.7% | -25.6% |
| 1Y | -59.8% | +54.0% | -113.8% | -68.8% |
| All | -59.8% | +55.6% | -115.4% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling