+642.8%
MSTR vs SITM
+3,519.6%
-2,876.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.3% |
| 7D | -11.5% | +32.5% | -44.1% | -20.6% |
| 30D | -24.8% | -18.8% | -6.0% | -20.3% |
| 3M | +20.6% | -30.9% | +51.5% | +33.3% |
| 6M | -38.0% | -44.5% | +6.5% | -28.8% |
| YTD | -24.7% | +33.2% | -57.9% | -41.3% |
| 1Y | -49.1% | +53.8% | -102.9% | -62.8% |
| 3Y | +124.7% | +335.7% | -211.0% | -1.7% |
| 5Y | +40.9% | +84.6% | -43.7% | -23.2% |
| All | +642.8% | +3,519.6% | -2,876.8% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling