+659.5%
MSTR vs SCHG
+459.0%
+200.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +0.5% |
| 7D | -8.3% | -1.0% | -7.2% | -6.7% |
| 30D | +38.1% | -1.3% | +39.4% | +41.9% |
| 3M | +9.0% | +5.4% | +3.6% | +1.8% |
| 6M | -5.3% | +14.4% | -19.7% | -21.1% |
| YTD | -13.8% | +8.0% | -21.8% | -20.3% |
| 1Y | -59.8% | +12.7% | -72.6% | -64.9% |
| 3Y | +282.2% | +85.6% | +196.6% | +75.3% |
| 5Y | +112.8% | +85.5% | +27.2% | +9.0% |
| All | +659.5% | +459.0% | +200.5% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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