+113.8%
MSTR vs SITM
+168.3%
-54.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.5% |
| 7D | +9.3% | +8.4% | +1.0% | +5.6% |
| 30D | +36.5% | -17.4% | +53.9% | +46.5% |
| 3M | +7.3% | -9.8% | +17.2% | +5.8% |
| 6M | +2.2% | +83.0% | -80.7% | -30.7% |
| YTD | -10.2% | +69.6% | -79.7% | -40.0% |
| 1Y | -58.6% | +144.9% | -203.5% | -78.2% |
| 3Y | +283.2% | +429.9% | -146.7% | +13.3% |
| 5Y | +113.8% | +169.2% | -55.4% | -21.1% |
| All | +113.8% | +168.3% | -54.5% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling