+982.4%
MSTR vs SGOV
+20.2%
+962.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +7.7% | +0.1% | +7.7% | +7.8% |
| 30D | +36.3% | +0.3% | +36.0% | +36.5% |
| 3M | +13.4% | +0.9% | +12.5% | +13.6% |
| 6M | -4.5% | +1.8% | -6.3% | -3.8% |
| YTD | -12.7% | +2.5% | -15.2% | -11.7% |
| 1Y | -59.6% | +3.8% | -63.4% | -58.2% |
| 3Y | +272.5% | +14.4% | +258.1% | +705.1% |
| 5Y | +107.1% | +20.2% | +87.0% | +1,471.9% |
| All | +982.4% | +20.2% | +962.2% | +8,128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling