+29.8%
ORCL vs MSTR
+60.8%
-31.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.3% | +2.4% | -5.7% |
| 7D | -17.5% | -8.7% | -8.8% | -16.5% |
| 30D | -20.2% | -21.4% | +1.3% | -17.6% |
| 3M | -19.9% | +31.4% | -51.4% | -23.2% |
| 6M | -37.4% | -30.8% | -6.6% | -35.4% |
| YTD | -40.1% | -14.9% | -25.2% | -40.3% |
| 1Y | -53.4% | -49.3% | -4.1% | -51.0% |
| 3Y | +10.4% | +184.8% | -174.4% | -8.8% |
| 5Y | +29.8% | +62.1% | -32.4% | +3.9% |
| All | +29.8% | +60.8% | -31.1% | +3.9% |
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