-56.4%
MSTR vs SIMO
+226.2%
-282.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.3% |
| 7D | +12.2% | +4.2% | +7.9% | +11.6% |
| 30D | +45.2% | +4.1% | +41.1% | +43.8% |
| 3M | +10.4% | -12.9% | +23.3% | +10.5% |
| 6M | -2.5% | +110.3% | -112.8% | -20.2% |
| YTD | -6.0% | +178.6% | -184.6% | -34.5% |
| 1Y | -56.4% | +220.0% | -276.4% | -72.2% |
| All | -56.4% | +226.2% | -282.6% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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