+690.7%
MSTR vs SGI
+261.3%
+429.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | +9.3% | +9.3% | 0.0% | +5.3% |
| 30D | +36.5% | +6.9% | +29.6% | +32.6% |
| 3M | +7.3% | +2.8% | +4.5% | +5.0% |
| 6M | +2.2% | -12.6% | +14.8% | +6.8% |
| YTD | -10.2% | -21.5% | +11.4% | -2.3% |
| 1Y | -58.6% | -18.8% | -39.9% | -56.2% |
| 3Y | +283.2% | +60.8% | +222.3% | +203.6% |
| 5Y | +113.8% | +60.0% | +53.8% | +63.7% |
| 10Y | +690.7% | +267.8% | +422.9% | +316.2% |
| All | +690.7% | +261.3% | +429.4% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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