-47.4%
MSTR vs SGI
-26.9%
-20.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.8% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | -18.6% | +6.6% | -25.2% | -20.5% |
| 3M | +25.6% | +1.8% | +23.8% | +24.9% |
| 6M | -33.1% | -3.9% | -29.2% | -32.9% |
| YTD | -17.3% | -25.2% | +7.9% | -9.9% |
| All | -47.4% | -26.9% | -20.6% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling