+793.1%
MSTR vs SE
+355.3%
+437.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.7% | +2.6% |
| 7D | -14.2% | -7.7% | -6.4% | -11.3% |
| 30D | -19.9% | -22.8% | +3.0% | -11.2% |
| 3M | +27.3% | -43.7% | +71.1% | +60.2% |
| 6M | -37.6% | -12.8% | -24.7% | -35.8% |
| YTD | -19.5% | -42.0% | +22.5% | -4.0% |
| 1Y | -47.1% | -48.0% | +0.9% | -34.0% |
| 3Y | +140.3% | +62.7% | +77.6% | +85.1% |
| 5Y | +49.5% | -77.8% | +127.3% | +89.3% |
| All | +793.1% | +355.3% | +437.7% | +629.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling