+2,337.8%
MSTR vs SIMO
+1,993.5%
+344.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.4% | +5.1% | -6.1% |
| 7D | -8.7% | -31.4% | +22.7% | -1.1% |
| 30D | -21.4% | -45.2% | +23.7% | -11.0% |
| 3M | +31.4% | -36.5% | +68.0% | +41.8% |
| 6M | -30.8% | -34.2% | +3.4% | -27.9% |
| YTD | -14.9% | +69.9% | -84.8% | -31.9% |
| 1Y | -49.3% | +60.4% | -109.7% | -58.8% |
| 3Y | +184.8% | +203.1% | -18.3% | +99.3% |
| 5Y | +62.1% | +145.4% | -83.3% | +17.2% |
| 10Y | +580.0% | +368.9% | +211.1% | +324.4% |
| All | +2,337.8% | +1,993.5% | +344.3% | +933.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling