+121.1%
MSTR vs SIMO
+221.6%
-100.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -1.1% |
| 7D | -13.4% | +4.1% | -17.5% | -14.4% |
| 30D | -22.1% | -24.0% | +1.9% | -17.4% |
| 3M | +15.0% | -31.8% | +46.7% | +22.9% |
| 6M | -37.3% | -36.9% | -0.4% | -34.3% |
| YTD | -26.5% | +84.8% | -111.4% | -55.3% |
| 1Y | -46.5% | +99.0% | -145.5% | -69.0% |
| 3Y | +121.1% | +217.9% | -96.9% | -0.3% |
| All | +121.1% | +221.6% | -100.5% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling