-58.6%
MSTR vs SBAC
-0.2%
-58.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | +9.3% | -0.1% | +9.4% | +9.3% |
| 30D | +36.5% | +3.2% | +33.3% | +36.2% |
| 3M | +7.3% | -5.1% | +12.4% | +7.2% |
| 6M | +2.2% | -2.1% | +4.3% | +4.0% |
| YTD | -10.2% | -0.5% | -9.6% | -10.2% |
| 1Y | -58.6% | +1.1% | -59.7% | -56.7% |
| All | -58.6% | -0.2% | -58.4% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling