+2,676.6%
MSTR vs SGI
+2,083.6%
+593.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +12.2% | +8.5% | +3.6% | +9.7% |
| 30D | +45.2% | +0.7% | +44.5% | +44.8% |
| 3M | +10.4% | +0.6% | +9.8% | +9.6% |
| 6M | -2.5% | -17.9% | +15.5% | +2.3% |
| YTD | -6.0% | -21.2% | +15.2% | -0.6% |
| 1Y | -56.4% | -18.9% | -37.6% | -54.6% |
| 3Y | +306.3% | +52.6% | +253.6% | +257.0% |
| 5Y | +100.5% | +60.7% | +39.8% | +75.2% |
| 10Y | +741.1% | +278.1% | +463.0% | +453.0% |
| All | +2,676.6% | +2,083.6% | +593.0% | +1,031.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling