+677.4%
MSTR vs SBAC
+78.4%
+599.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | +7.7% | +0.2% | +7.5% | +7.8% |
| 30D | +36.3% | +3.9% | +32.5% | +34.6% |
| 3M | +13.4% | -8.2% | +21.6% | +16.8% |
| 6M | -4.5% | -2.8% | -1.7% | -5.1% |
| YTD | -12.7% | -1.5% | -11.1% | -13.9% |
| 1Y | -59.6% | 0.0% | -59.6% | -60.6% |
| 3Y | +272.5% | -8.4% | +280.9% | +261.5% |
| 5Y | +107.1% | -43.5% | +150.7% | +153.2% |
| 10Y | +677.4% | +86.9% | +590.5% | +642.4% |
| All | +677.4% | +78.4% | +599.0% | +642.4% |
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