+521.9%
MSTR vs SHOP
+3,642.7%
-3,120.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.2% |
| 7D | -14.2% | -2.5% | -11.7% | -13.1% |
| 30D | -19.9% | -16.7% | -3.1% | -12.9% |
| 3M | +27.3% | -2.2% | +29.5% | +28.5% |
| 6M | -37.6% | +45.6% | -83.1% | -48.2% |
| YTD | -19.5% | -7.3% | -12.2% | -20.5% |
| 1Y | -47.1% | -6.1% | -41.0% | -48.2% |
| 3Y | +140.3% | +143.3% | -3.0% | +44.8% |
| 5Y | +49.5% | +0.2% | +49.4% | +4.9% |
| 10Y | +521.9% | +3,663.5% | -3,141.6% | +135.6% |
| All | +521.9% | +3,642.7% | -3,120.9% | +135.6% |
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