+554.5%
MSTR vs SM
+4.9%
+549.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.2% | -2.2% |
| 7D | -4.0% | -22.3% | +18.3% | -0.5% |
| 30D | -18.6% | -21.4% | +2.7% | -16.1% |
| 3M | +25.6% | +1.4% | +24.2% | +23.9% |
| 6M | -33.1% | +0.1% | -33.2% | -34.5% |
| YTD | -17.3% | +59.0% | -76.3% | -25.7% |
| 1Y | -48.1% | +64.3% | -112.4% | -53.7% |
| 3Y | +154.2% | -13.1% | +167.3% | +147.9% |
| 5Y | +46.2% | -13.9% | +60.1% | +41.9% |
| 10Y | +554.5% | +1.7% | +552.8% | +386.4% |
| All | +554.5% | +4.9% | +549.6% | +386.4% |
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