+554.5%
MSTR vs SLV
+169.5%
+385.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.7% |
| 7D | -4.0% | +5.6% | -9.6% | -6.2% |
| 30D | -18.6% | -12.1% | -6.5% | -13.9% |
| 3M | +25.6% | -16.3% | +41.9% | +36.3% |
| 6M | -33.1% | -34.1% | +1.0% | -20.4% |
| YTD | -17.3% | -25.3% | +7.9% | -13.0% |
| 1Y | -48.1% | +9.6% | -57.7% | -54.5% |
| 3Y | +154.2% | +132.7% | +21.5% | +58.1% |
| 5Y | +46.2% | +113.7% | -67.5% | -7.7% |
| 10Y | +554.5% | +175.9% | +378.6% | +267.1% |
| All | +554.5% | +169.5% | +385.0% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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