+495.5%
MSTR vs SIMO
+423.7%
+71.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.8% |
| 7D | -11.5% | +14.9% | -26.4% | -15.5% |
| 30D | -24.8% | -27.0% | +2.2% | -18.0% |
| 3M | +20.6% | -25.4% | +46.0% | +27.6% |
| 6M | -38.0% | -30.3% | -7.7% | -36.3% |
| YTD | -24.7% | +95.8% | -120.5% | -52.4% |
| 1Y | -49.1% | +100.0% | -149.1% | -68.1% |
| 3Y | +124.7% | +238.3% | -113.6% | +11.0% |
| 5Y | +40.9% | +187.6% | -146.6% | -27.9% |
| All | +495.5% | +423.7% | +71.8% | +150.3% |
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