+731.6%
MSTR vs SM
+5.6%
+726.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.0% |
| 7D | +12.2% | +0.1% | +12.1% | +12.1% |
| 30D | +45.2% | +26.3% | +18.9% | +39.9% |
| 3M | +10.4% | +8.7% | +1.7% | +8.2% |
| 6M | -2.5% | +51.7% | -54.2% | -10.6% |
| YTD | -6.0% | +99.0% | -105.1% | -17.5% |
| 1Y | -56.4% | +34.6% | -91.0% | -59.4% |
| 3Y | +306.3% | -7.8% | +314.0% | +294.6% |
| 5Y | +100.5% | +104.8% | -4.3% | +78.7% |
| All | +731.6% | +5.6% | +726.0% | +500.2% |
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