-47.4%
MSTR vs SIMO
+80.9%
-128.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -3.1% |
| 7D | -4.0% | -8.2% | +4.2% | -3.3% |
| 30D | -18.6% | -34.6% | +16.0% | -16.0% |
| 3M | +25.6% | -32.6% | +58.2% | +28.9% |
| 6M | -33.1% | -31.8% | -1.2% | -32.1% |
| YTD | -17.3% | +87.6% | -105.0% | -30.3% |
| All | -47.4% | +80.9% | -128.3% | -55.3% |
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 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