-45.6%
MSTR vs SIMO
+67.0%
-112.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -0.7% |
| 7D | -1.2% | -22.0% | +20.8% | +0.9% |
| 30D | -15.9% | -43.0% | +27.1% | -12.3% |
| 3M | +33.1% | -39.1% | +72.3% | +37.8% |
| 6M | -31.0% | -33.3% | +2.3% | -29.8% |
| YTD | -15.1% | +77.0% | -92.1% | -27.4% |
| 1Y | -45.6% | +73.0% | -118.7% | -52.9% |
| All | -45.6% | +67.0% | -112.6% | -52.9% |
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