+570.4%
MSTR vs SHOP
+3,579.5%
-3,009.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.9% |
| 7D | -1.2% | -5.4% | +4.2% | +1.0% |
| 30D | -15.9% | -10.3% | -5.6% | -11.7% |
| 3M | +33.1% | +1.0% | +32.1% | +32.5% |
| 6M | -31.0% | +41.2% | -72.2% | -42.3% |
| YTD | -15.1% | -7.5% | -7.7% | -16.1% |
| 1Y | -45.6% | -4.6% | -41.1% | -47.2% |
| 3Y | +180.5% | +146.4% | +34.1% | +68.1% |
| 5Y | +61.7% | -2.5% | +64.2% | +14.3% |
| All | +570.4% | +3,579.5% | -3,009.1% | +163.8% |
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