+49.5%
MSTR vs SLV
+100.9%
-51.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -14.2% | -1.1% | -13.1% | -13.7% |
| 30D | -19.9% | -14.2% | -5.7% | -13.1% |
| 3M | +27.3% | -20.3% | +47.7% | +44.5% |
| 6M | -37.6% | -40.2% | +2.6% | -19.3% |
| YTD | -19.5% | -27.6% | +8.1% | -16.9% |
| 1Y | -47.1% | +0.4% | -47.5% | -57.0% |
| 3Y | +140.3% | +129.4% | +10.9% | +0.1% |
| 5Y | +49.5% | +99.8% | -50.3% | -33.7% |
| All | +49.5% | +100.9% | -51.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling