+120.4%
MSTR vs SIMO
+269.6%
-149.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -4.0% |
| 7D | +12.2% | +4.2% | +7.9% | +10.5% |
| 30D | +45.2% | +4.1% | +41.1% | +41.2% |
| 3M | +10.4% | -12.9% | +23.3% | +10.5% |
| 6M | -2.5% | +110.3% | -112.8% | -35.7% |
| YTD | -6.0% | +178.6% | -184.6% | -47.4% |
| 1Y | -56.4% | +220.0% | -276.4% | -77.2% |
| 3Y | +306.3% | +409.0% | -102.8% | +65.9% |
| All | +120.4% | +269.6% | -149.2% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling