+120.4%
MSTR vs SE
-68.6%
+189.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +12.2% | -6.1% | +18.3% | +15.9% |
| 30D | +45.2% | -2.5% | +47.6% | +45.1% |
| 3M | +10.4% | +21.7% | -11.3% | -3.0% |
| 6M | -2.5% | +27.0% | -29.5% | -18.5% |
| YTD | -6.0% | -12.1% | +6.1% | -5.4% |
| 1Y | -56.4% | -40.9% | -15.5% | -44.9% |
| 3Y | +306.3% | +191.0% | +115.3% | +89.6% |
| All | +120.4% | -68.6% | +189.0% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling