+1,252.0%
MSTR vs ROST
+10,665.4%
-9,413.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +12.2% | +0.9% | +11.2% | +11.7% |
| 30D | +45.2% | -8.9% | +54.1% | +50.7% |
| 3M | +10.4% | -0.8% | +11.2% | +10.2% |
| 6M | -2.5% | +8.5% | -11.0% | -6.7% |
| YTD | -6.0% | +28.6% | -34.6% | -16.4% |
| 1Y | -56.4% | +52.3% | -108.7% | -64.1% |
| 3Y | +306.3% | +94.8% | +211.4% | +202.1% |
| 5Y | +100.5% | +110.8% | -10.3% | +46.9% |
| 10Y | +741.1% | +304.5% | +436.6% | +348.3% |
| All | +1,252.0% | +10,665.4% | -9,413.4% | +94.0% |
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