+1,279.3%
MSTR vs SLV
+263.8%
+1,015.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | -8.7% | -0.7% | -8.0% | -8.4% |
| 30D | -21.4% | -15.4% | -6.1% | -17.6% |
| 3M | +31.4% | -16.3% | +47.7% | +38.8% |
| 6M | -30.8% | -28.8% | -2.0% | -23.8% |
| YTD | -14.9% | -27.1% | +12.2% | -9.7% |
| 1Y | -49.3% | +7.5% | -56.8% | -51.5% |
| 3Y | +184.8% | +121.2% | +63.7% | +128.6% |
| 5Y | +62.1% | +110.0% | -47.8% | +31.4% |
| 10Y | +580.0% | +168.8% | +411.2% | +420.8% |
| All | +1,279.3% | +263.8% | +1,015.5% | +758.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling