+521.9%
MSTR vs SGI
+337.7%
+184.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | -14.2% | -10.5% | -3.7% | -10.0% |
| 30D | -19.9% | +0.1% | -20.0% | -20.1% |
| 3M | +27.3% | -4.0% | +31.3% | +29.1% |
| 6M | -37.6% | -5.6% | -31.9% | -36.8% |
| YTD | -19.5% | -29.5% | +10.0% | -8.4% |
| 1Y | -47.1% | -31.5% | -15.6% | -39.2% |
| 3Y | +140.3% | +71.6% | +68.7% | +84.8% |
| 5Y | +49.5% | +50.5% | -1.0% | +17.1% |
| 10Y | +521.9% | +333.9% | +188.0% | +234.0% |
| All | +521.9% | +337.7% | +184.2% | +234.0% |
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