+734.7%
MSTR vs SITM
+4,532.8%
-3,798.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.9% |
| 7D | -11.2% | +4.8% | -16.1% | -12.8% |
| 30D | +33.8% | -9.7% | +43.5% | +37.5% |
| 3M | +11.5% | -9.3% | +20.8% | +10.2% |
| 6M | -7.2% | +69.5% | -76.7% | -29.5% |
| YTD | -15.4% | +70.5% | -85.9% | -38.2% |
| 1Y | -60.6% | +145.3% | -205.9% | -75.9% |
| 3Y | +260.8% | +432.8% | -172.0% | +49.7% |
| 5Y | +108.8% | +174.0% | -65.2% | +2.7% |
| All | +734.7% | +4,532.8% | -3,798.1% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling