+40.4%
MSTR vs SE
-78.2%
+118.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -3.1% |
| 7D | -13.4% | -0.5% | -12.9% | -13.4% |
| 30D | -22.1% | -20.9% | -1.1% | -11.8% |
| 3M | +15.0% | -38.9% | +53.8% | +49.7% |
| 6M | -37.3% | -19.4% | -17.9% | -31.7% |
| YTD | -26.5% | -40.9% | +14.4% | -8.4% |
| 1Y | -46.5% | -46.2% | -0.3% | -29.6% |
| 3Y | +121.1% | +63.7% | +57.4% | +42.6% |
| All | +40.4% | -78.2% | +118.6% | +97.5% |
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