+731.6%
MSTR vs SFM
+326.6%
+405.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.0% |
| 7D | +12.2% | -0.1% | +12.2% | +12.2% |
| 30D | +45.2% | -4.4% | +49.5% | +46.2% |
| 3M | +10.4% | +1.5% | +8.9% | +9.4% |
| 6M | -2.5% | +6.5% | -9.0% | -5.5% |
| YTD | -6.0% | +2.2% | -8.2% | -8.1% |
| 1Y | -56.4% | -41.9% | -14.5% | -51.7% |
| 3Y | +306.3% | +106.8% | +199.5% | +258.5% |
| 5Y | +100.5% | +231.6% | -131.1% | +65.5% |
| All | +731.6% | +326.6% | +405.0% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling