+308.9%
MSTR vs ROST
+95.5%
+213.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +12.2% | +0.9% | +11.2% | +11.5% |
| 30D | +45.2% | -8.9% | +54.1% | +53.7% |
| 3M | +10.4% | -0.8% | +11.2% | +10.1% |
| 6M | -2.5% | +8.5% | -11.0% | -9.7% |
| YTD | -6.0% | +28.6% | -34.6% | -23.5% |
| 1Y | -56.4% | +52.3% | -108.7% | -69.2% |
| All | +308.9% | +95.5% | +213.4% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling