+736.9%
MSTR vs SIMO
+502.1%
+234.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -4.1% |
| 7D | +12.2% | +4.2% | +7.9% | +10.4% |
| 30D | +45.2% | +4.1% | +41.1% | +41.1% |
| 3M | +10.4% | -12.9% | +23.3% | +10.4% |
| 6M | -2.5% | +110.3% | -112.8% | -33.9% |
| YTD | -6.0% | +178.6% | -184.6% | -44.3% |
| 1Y | -56.4% | +220.0% | -276.4% | -75.6% |
| 3Y | +306.3% | +409.0% | -102.8% | +86.7% |
| 5Y | +100.5% | +277.3% | -176.8% | -0.2% |
| All | +736.9% | +502.1% | +234.8% | +249.0% |
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