-49.3%
MSTR vs SIMO
+77.7%
-127.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.4% |
| 7D | -10.7% | -16.0% | +5.3% | -9.4% |
| 30D | -21.6% | -35.8% | +14.2% | -18.9% |
| 3M | +24.4% | -26.5% | +50.9% | +26.8% |
| 6M | -35.5% | -33.0% | -2.5% | -34.4% |
| YTD | -20.3% | +84.3% | -104.7% | -32.7% |
| 1Y | -49.3% | +82.0% | -131.3% | -56.9% |
| All | -49.3% | +77.7% | -127.0% | -56.9% |
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