+40.9%
MSTR vs SFM
+112.8%
-71.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -7.0% |
| 7D | -11.5% | -0.4% | -11.1% | -11.5% |
| 30D | -24.8% | -19.2% | -5.6% | -20.7% |
| 3M | +20.6% | -40.3% | +61.0% | +40.1% |
| 6M | -38.0% | -40.9% | +2.9% | -28.3% |
| YTD | -24.7% | -35.5% | +10.8% | -17.0% |
| 1Y | -49.1% | -37.4% | -11.6% | -43.4% |
| 3Y | +124.7% | +25.5% | +99.2% | +100.9% |
| 5Y | +40.9% | +113.0% | -72.1% | +46.1% |
| All | +40.9% | +112.8% | -71.8% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling