+287.2%
MSTR vs SCHG
+85.5%
+201.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -1.4% |
| 7D | +7.7% | -0.9% | +8.6% | +10.2% |
| 30D | +36.3% | -2.3% | +38.6% | +44.1% |
| 3M | +13.4% | +4.5% | +8.9% | +5.4% |
| 6M | -4.5% | +13.6% | -18.1% | -23.6% |
| YTD | -12.7% | +7.6% | -20.2% | -21.1% |
| 1Y | -59.6% | +13.0% | -72.7% | -66.5% |
| All | +287.2% | +85.5% | +201.8% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling