+180.5%
MSTR vs SE
+64.9%
+115.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.2% | +2.0% | -3.2% | -1.9% |
| 30D | -15.9% | -20.0% | +4.1% | -6.8% |
| 3M | +33.1% | -31.8% | +64.9% | +57.1% |
| 6M | -31.0% | -15.9% | -15.1% | -28.0% |
| YTD | -15.1% | -40.6% | +25.5% | +4.4% |
| 1Y | -45.6% | -50.7% | +5.0% | -25.6% |
| 3Y | +180.5% | +70.3% | +110.2% | +103.8% |
| All | +180.5% | +64.9% | +115.6% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling