+2,414.1%
MSTR vs SGI
+2,021.1%
+393.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.5% |
| 7D | -8.7% | +5.3% | -14.0% | -10.0% |
| 30D | -21.4% | +8.2% | -29.6% | -23.1% |
| 3M | +31.4% | -2.2% | +33.6% | +32.1% |
| 6M | -30.8% | -8.4% | -22.4% | -29.7% |
| YTD | -14.9% | -23.4% | +8.5% | -9.3% |
| 1Y | -49.3% | -14.0% | -35.3% | -48.1% |
| 3Y | +184.8% | +78.8% | +106.0% | +141.0% |
| 5Y | +62.1% | +58.6% | +3.5% | +42.5% |
| 10Y | +580.0% | +427.8% | +152.1% | +323.4% |
| All | +2,414.1% | +2,021.1% | +393.0% | +932.1% |
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