+827.2%
MSTR vs SITM
+4,608.4%
-3,781.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.5% | -7.9% | -3.7% |
| 7D | +12.2% | +9.7% | +2.4% | +8.5% |
| 30D | +45.2% | +12.7% | +32.5% | +35.7% |
| 3M | +10.4% | -13.4% | +23.8% | +11.0% |
| 6M | -2.5% | +59.6% | -62.1% | -24.4% |
| YTD | -6.0% | +73.3% | -79.3% | -31.8% |
| 1Y | -56.4% | +165.5% | -222.0% | -74.1% |
| 3Y | +306.3% | +368.7% | -62.4% | +76.4% |
| 5Y | +100.5% | +172.5% | -72.0% | -1.6% |
| All | +827.2% | +4,608.4% | -3,781.2% | +224.0% |
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