+49.9%
MSTR vs SIMO
+154.7%
-104.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.4% | -1.5% |
| 7D | -1.2% | -22.0% | +20.8% | +5.7% |
| 30D | -15.9% | -43.0% | +27.1% | -1.8% |
| 3M | +33.1% | -39.1% | +72.3% | +49.1% |
| 6M | -31.0% | -33.3% | +2.3% | -28.6% |
| YTD | -15.1% | +77.0% | -92.1% | -47.0% |
| 1Y | -45.6% | +73.0% | -118.7% | -65.7% |
| 3Y | +180.5% | +215.7% | -35.2% | +28.8% |
| All | +49.9% | +154.7% | -104.7% | -22.7% |
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