+1,385.0%
MSTR vs SCHG
+1,145.2%
+239.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.1% |
| 7D | +12.2% | -0.7% | +12.9% | +13.7% |
| 30D | +45.2% | +0.2% | +44.9% | +45.6% |
| 3M | +10.4% | +2.2% | +8.1% | +8.5% |
| 6M | -2.5% | +15.0% | -17.5% | -18.6% |
| YTD | -6.0% | +9.2% | -15.2% | -14.0% |
| 1Y | -56.4% | +15.7% | -72.1% | -63.1% |
| 3Y | +306.3% | +87.3% | +219.0% | +90.3% |
| 5Y | +100.5% | +84.5% | +16.0% | +11.2% |
| 10Y | +741.1% | +448.7% | +292.4% | +34.1% |
| All | +1,385.0% | +1,145.2% | +239.8% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling