+526.8%
MSTR vs SM
+4.2%
+522.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.8% |
| 7D | -10.7% | -19.5% | +8.8% | -8.1% |
| 30D | -21.6% | -20.2% | -1.3% | -19.3% |
| 3M | +24.4% | -6.5% | +30.9% | +24.4% |
| 6M | -35.5% | +1.6% | -37.0% | -37.0% |
| YTD | -20.3% | +61.2% | -81.6% | -28.5% |
| 1Y | -49.3% | +65.4% | -114.7% | -54.8% |
| 3Y | +137.8% | -13.0% | +150.8% | +131.8% |
| 5Y | +48.3% | -4.3% | +52.6% | +42.4% |
| 10Y | +526.8% | +3.0% | +523.8% | +364.6% |
| All | +526.8% | +4.2% | +522.6% | +364.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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