+554.5%
MSTR vs SBAC
+97.3%
+457.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -4.0% | +3.0% | -6.9% | -4.9% |
| 30D | -18.6% | +4.3% | -22.9% | -20.2% |
| 3M | +25.6% | +4.1% | +21.4% | +23.1% |
| 6M | -33.1% | -11.6% | -21.4% | -30.5% |
| YTD | -17.3% | +0.4% | -17.7% | -19.6% |
| 1Y | -48.1% | -1.1% | -47.0% | -49.2% |
| 3Y | +154.2% | -7.3% | +161.4% | +145.1% |
| 5Y | +46.2% | -40.8% | +87.0% | +75.7% |
| 10Y | +554.5% | +103.0% | +451.6% | +500.9% |
| All | +554.5% | +97.3% | +457.3% | +500.9% |
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