-42.3%
MSTR vs SE
-48.0%
+5.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +4.1% |
| 7D | -1.8% | +6.7% | -8.5% | -3.1% |
| 30D | -13.3% | -17.2% | +3.9% | -9.7% |
| 3M | +46.0% | -28.0% | +74.0% | +55.7% |
| 6M | -22.4% | -6.1% | -16.3% | -22.0% |
| YTD | -6.2% | -37.1% | +30.9% | +3.9% |
| 1Y | -42.3% | -48.8% | +6.5% | -28.9% |
| All | -42.3% | -48.0% | +5.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling