+244.8%
ORCL vs MSTR
+568.1%
-323.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -11.2% | -1.2% | -9.9% | -11.0% |
| 30D | -18.8% | -15.9% | -2.9% | -17.2% |
| 3M | -18.8% | +33.1% | -51.9% | -21.7% |
| 6M | -39.7% | -31.0% | -8.7% | -38.0% |
| YTD | -39.6% | -15.1% | -24.5% | -39.7% |
| 1Y | -51.7% | -45.6% | -6.1% | -49.8% |
| 3Y | +10.2% | +180.5% | -170.3% | -6.4% |
| 5Y | +30.8% | +61.7% | -30.8% | +7.1% |
| All | +244.8% | +568.1% | -323.3% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 10y: compounded portfolio wealth divided by compounded MSTR 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…
10y analysis · Full analysis span regression · 6 months rolling