+40.4%
MSTR vs SGI
+41.4%
-1.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.6% |
| 7D | -13.4% | -5.3% | -8.1% | -9.9% |
| 30D | -22.1% | -2.1% | -20.0% | -21.4% |
| 3M | +15.0% | -8.2% | +23.1% | +21.3% |
| 6M | -37.3% | -4.6% | -32.7% | -37.4% |
| YTD | -26.5% | -31.5% | +4.9% | -7.3% |
| 1Y | -46.5% | -30.8% | -15.7% | -33.6% |
| 3Y | +121.1% | +67.2% | +53.9% | +18.6% |
| All | +40.4% | +41.4% | -1.0% | -31.6% |
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