+554.5%
MSTR vs SIMO
+434.7%
+119.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -4.4% |
| 7D | -4.0% | -8.5% | +4.5% | -1.8% |
| 30D | -18.6% | -34.8% | +16.2% | -8.0% |
| 3M | +25.6% | -32.8% | +58.4% | +37.2% |
| 6M | -33.1% | -32.0% | -1.0% | -30.7% |
| YTD | -17.3% | +87.0% | -104.4% | -47.0% |
| 1Y | -48.1% | +86.1% | -134.2% | -66.6% |
| 3Y | +154.2% | +226.4% | -72.2% | +27.0% |
| 5Y | +46.2% | +172.1% | -125.9% | -23.8% |
| 10Y | +554.5% | +408.0% | +146.5% | +177.2% |
| All | +554.5% | +434.7% | +119.8% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling