+554.5%
MSTR vs SGI
+413.4%
+141.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -4.0% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | -18.6% | +6.6% | -25.2% | -21.1% |
| 3M | +25.6% | +1.8% | +23.8% | +24.1% |
| 6M | -33.1% | -3.9% | -29.2% | -32.9% |
| YTD | -17.3% | -25.2% | +7.9% | -8.3% |
| 1Y | -48.1% | -26.7% | -21.4% | -42.1% |
| 3Y | +154.2% | +86.8% | +67.4% | +88.6% |
| 5Y | +46.2% | +56.6% | -10.4% | +12.2% |
| 10Y | +554.5% | +384.3% | +170.2% | +243.7% |
| All | +554.5% | +413.4% | +141.1% | +243.7% |
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