+91.4%
ORCL vs MSTR
+104.3%
-12.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.3% |
| 7D | +5.3% | +12.2% | -6.9% | +3.6% |
| 30D | +10.0% | +45.2% | -35.2% | +4.5% |
| 3M | -32.6% | +10.4% | -43.0% | -34.0% |
| 6M | +4.9% | -2.5% | +7.4% | +4.0% |
| YTD | -17.8% | -6.0% | -11.7% | -18.8% |
| 1Y | -28.0% | -56.4% | +28.4% | -23.2% |
| 3Y | +36.0% | +306.3% | -270.3% | +7.4% |
| All | +91.4% | +104.3% | -12.8% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling