-56.4%
MSTR vs SGOV
+3.8%
-60.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -2.1% |
| 7D | +12.2% | +0.1% | +12.1% | +10.3% |
| 30D | +45.2% | +0.3% | +44.8% | +31.8% |
| 3M | +10.4% | +1.0% | +9.4% | -19.6% |
| 6M | -2.5% | +1.9% | -4.4% | -49.0% |
| YTD | -6.0% | +2.5% | -8.5% | -62.6% |
| 1Y | -56.4% | +3.8% | -60.2% | -86.7% |
| All | -56.4% | +3.8% | -60.2% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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