+554.5%
MSTR vs SHOP
+3,721.6%
-3,167.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.5% |
| 7D | -4.0% | -2.7% | -1.3% | -3.1% |
| 30D | -18.6% | -11.0% | -7.6% | -14.3% |
| 3M | +25.6% | +0.3% | +25.3% | +25.3% |
| 6M | -33.1% | +37.7% | -70.8% | -43.3% |
| YTD | -17.3% | -5.5% | -11.8% | -19.1% |
| 1Y | -48.1% | -0.2% | -47.9% | -50.6% |
| 3Y | +154.2% | +151.9% | +2.3% | +50.9% |
| 5Y | +46.2% | -2.2% | +48.4% | +2.8% |
| 10Y | +554.5% | +3,647.2% | -3,092.6% | +150.4% |
| All | +554.5% | +3,721.6% | -3,167.0% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling