+1,042.4%
MSTR vs SBAC
+2,208.1%
-1,165.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +12.2% | -0.8% | +13.0% | +12.5% |
| 30D | +45.2% | +6.9% | +38.2% | +43.0% |
| 3M | +10.4% | -8.2% | +18.6% | +12.3% |
| 6M | -2.5% | -1.6% | -0.8% | -3.1% |
| YTD | -6.0% | -0.1% | -5.9% | -7.1% |
| 1Y | -56.4% | -0.5% | -56.0% | -56.9% |
| 3Y | +306.3% | -9.1% | +315.3% | +303.6% |
| 5Y | +100.5% | -43.8% | +144.3% | +126.9% |
| 10Y | +741.1% | +80.5% | +660.6% | +615.5% |
| All | +1,042.4% | +2,208.1% | -1,165.7% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling