+1,089.0%
MSTR vs ROST
+10,981.2%
-9,892.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.1% | -3.7% |
| 7D | -4.0% | +2.8% | -6.7% | -5.0% |
| 30D | -18.6% | +6.6% | -25.2% | -21.0% |
| 3M | +25.6% | -7.0% | +32.5% | +28.9% |
| 6M | -33.1% | +5.4% | -38.4% | -35.4% |
| YTD | -17.3% | +32.4% | -49.7% | -27.5% |
| 1Y | -48.1% | +48.4% | -96.4% | -56.9% |
| 3Y | +154.2% | +99.5% | +54.7% | +86.5% |
| 5Y | +46.2% | +109.9% | -63.7% | +7.0% |
| 10Y | +554.5% | +315.5% | +239.0% | +244.3% |
| All | +1,089.0% | +10,981.2% | -9,892.2% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling