+1,375.7%
MSTR vs SFM
+132.6%
+1,243.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +46.1% |
| 3M | +10.4% | +1.5% | +8.9% | +9.5% |
| 6M | -2.5% | +6.5% | -9.0% | -5.1% |
| YTD | -6.0% | +2.2% | -8.2% | -7.8% |
| 1Y | -56.4% | -41.9% | -14.5% | -52.3% |
| 3Y | +306.3% | +106.8% | +199.5% | +263.0% |
| 5Y | +100.5% | +231.6% | -131.1% | +67.7% |
| 10Y | +741.1% | +258.4% | +482.7% | +568.5% |
| All | +1,375.7% | +132.6% | +1,243.1% | +1,115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling