+32.7%
ORCL vs MSTR
+306.3%
-273.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.3% |
| 7D | +5.3% | +12.2% | -6.9% | +3.5% |
| 30D | +10.0% | +45.2% | -35.2% | +4.2% |
| 3M | -32.6% | +10.4% | -43.0% | -34.1% |
| 6M | +4.9% | -2.5% | +7.4% | +3.9% |
| YTD | -17.8% | -6.0% | -11.7% | -18.9% |
| 1Y | -28.0% | -56.4% | +28.4% | -24.0% |
| All | +32.7% | +306.3% | -273.6% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling