+686.1%
MSTR vs SITM
+3,318.8%
-2,632.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.6% |
| 7D | -10.7% | -0.1% | -10.6% | -11.8% |
| 30D | -21.6% | -27.4% | +5.9% | -13.6% |
| 3M | +24.4% | -35.6% | +60.0% | +40.9% |
| 6M | -35.5% | -46.6% | +11.2% | -24.8% |
| YTD | -20.3% | +25.8% | -46.2% | -36.7% |
| 1Y | -49.3% | +38.2% | -87.6% | -61.5% |
| 3Y | +137.8% | +311.5% | -173.8% | +6.1% |
| 5Y | +48.3% | +94.6% | -46.3% | -19.4% |
| All | +686.1% | +3,318.8% | -2,632.8% | +200.8% |
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