+120.4%
MSTR vs ROST
+111.8%
+8.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +12.2% | +0.9% | +11.2% | +11.3% |
| 30D | +45.2% | -8.9% | +54.1% | +56.1% |
| 3M | +10.4% | -0.8% | +11.2% | +9.7% |
| 6M | -2.5% | +8.5% | -11.0% | -11.6% |
| YTD | -6.0% | +28.6% | -34.6% | -27.0% |
| 1Y | -56.4% | +52.3% | -108.7% | -71.4% |
| 3Y | +306.3% | +94.8% | +211.4% | +105.6% |
| All | +120.4% | +111.8% | +8.6% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling