-47.1%
MSTR vs SM
+72.9%
-120.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | +1.4% |
| 7D | -14.2% | +0.3% | -14.5% | -14.2% |
| 30D | -19.9% | -17.3% | -2.5% | -21.0% |
| 3M | +27.3% | -3.6% | +30.9% | +25.7% |
| 6M | -37.6% | +2.9% | -40.5% | -38.8% |
| YTD | -19.5% | +70.2% | -89.7% | -42.4% |
| 1Y | -47.1% | +66.5% | -113.6% | -61.7% |
| All | -47.1% | +72.9% | -120.1% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling