+521.9%
MSTR vs SM
+10.6%
+511.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | +0.2% |
| 7D | -14.2% | +0.3% | -14.5% | -14.2% |
| 30D | -19.9% | -17.3% | -2.5% | -18.0% |
| 3M | +27.3% | -3.6% | +30.9% | +26.8% |
| 6M | -37.6% | +2.9% | -40.5% | -39.2% |
| YTD | -19.5% | +70.2% | -89.7% | -28.4% |
| 1Y | -47.1% | +66.5% | -113.6% | -52.8% |
| 3Y | +140.3% | -8.2% | +148.5% | +132.3% |
| 5Y | +49.5% | -1.5% | +51.0% | +42.7% |
| 10Y | +521.9% | +11.9% | +510.0% | +358.0% |
| All | +521.9% | +10.6% | +511.3% | +358.0% |
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