+1,120.6%
MSTR vs ROST
+10,704.9%
-9,584.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.6% |
| 30D | -15.9% | +2.5% | -18.4% | -16.9% |
| 3M | +33.1% | -9.0% | +42.1% | +38.0% |
| 6M | -31.0% | +1.3% | -32.3% | -32.2% |
| YTD | -15.1% | +29.1% | -44.2% | -24.7% |
| 1Y | -45.6% | +45.4% | -91.1% | -54.5% |
| 3Y | +180.5% | +94.9% | +85.7% | +108.0% |
| 5Y | +61.7% | +104.0% | -42.3% | +19.8% |
| 10Y | +578.0% | +314.8% | +263.2% | +257.5% |
| All | +1,120.6% | +10,704.9% | -9,584.3% | +74.6% |
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 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