+570.4%
MSTR vs SBAC
+93.8%
+476.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -1.2% | +1.2% | -2.4% | -1.6% |
| 30D | -15.9% | +11.2% | -27.1% | -19.6% |
| 3M | +33.1% | +4.5% | +28.7% | +30.4% |
| 6M | -31.0% | -12.2% | -18.8% | -28.3% |
| YTD | -15.1% | -0.1% | -15.0% | -17.3% |
| 1Y | -45.6% | -0.3% | -45.4% | -47.0% |
| 3Y | +180.5% | -8.7% | +189.2% | +172.5% |
| 5Y | +61.7% | -40.2% | +101.8% | +93.6% |
| All | +570.4% | +93.8% | +476.7% | +544.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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