+49.5%
MSTR vs SE
-78.1%
+127.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.7% | +3.1% |
| 7D | -14.2% | -7.7% | -6.4% | -10.2% |
| 30D | -19.9% | -22.8% | +3.0% | -8.0% |
| 3M | +27.3% | -43.7% | +71.1% | +73.4% |
| 6M | -37.6% | -12.8% | -24.7% | -35.8% |
| YTD | -19.5% | -42.0% | +22.5% | +1.4% |
| 1Y | -47.1% | -48.0% | +0.9% | -29.0% |
| 3Y | +140.3% | +62.7% | +77.6% | +55.6% |
| 5Y | +49.5% | -77.8% | +127.3% | +107.6% |
| All | +49.5% | -78.1% | +127.6% | +107.6% |
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