-47.4%
MSTR vs SE
-49.0%
+1.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.3% |
| 7D | -4.0% | +3.3% | -7.2% | -4.5% |
| 30D | -18.6% | -18.2% | -0.5% | -15.0% |
| 3M | +25.6% | -31.3% | +56.8% | +35.4% |
| 6M | -33.1% | -10.1% | -22.9% | -31.7% |
| YTD | -17.3% | -38.9% | +21.5% | -7.9% |
| All | -47.4% | -49.0% | +1.6% | -35.7% |
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