+120.4%
MSTR vs SGI
+60.4%
+60.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.8% |
| 7D | +12.2% | +8.5% | +3.6% | +5.5% |
| 30D | +45.2% | +0.7% | +44.5% | +43.8% |
| 3M | +10.4% | +0.6% | +9.8% | +7.4% |
| 6M | -2.5% | -17.9% | +15.5% | +9.8% |
| YTD | -6.0% | -21.2% | +15.2% | +7.4% |
| 1Y | -56.4% | -18.9% | -37.6% | -52.6% |
| 3Y | +306.3% | +52.6% | +253.6% | +144.9% |
| All | +120.4% | +60.4% | +60.0% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling