+931.4%
MSTR vs SBAC
+2,207.9%
-1,276.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | -15.9% | +11.2% | -27.1% | -18.2% |
| 3M | +33.1% | +4.5% | +28.7% | +31.4% |
| 6M | -31.0% | -12.2% | -18.8% | -29.3% |
| YTD | -15.1% | -0.1% | -15.0% | -16.4% |
| 1Y | -45.6% | -0.3% | -45.4% | -46.4% |
| 3Y | +180.5% | -8.7% | +189.2% | +177.7% |
| 5Y | +61.7% | -40.2% | +101.8% | +79.9% |
| 10Y | +578.0% | +97.3% | +480.7% | +464.0% |
| All | +931.4% | +2,207.9% | -1,276.4% | +386.4% |
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 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