+180.5%
MSTR vs SM
-20.0%
+200.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.2% | -25.9% | +24.7% | +5.8% |
| 30D | -15.9% | -15.1% | -0.8% | -13.6% |
| 3M | +33.1% | +4.9% | +28.3% | +27.2% |
| 6M | -31.0% | +6.1% | -37.1% | -36.3% |
| YTD | -15.1% | +63.4% | -78.6% | -37.7% |
| 1Y | -45.6% | +72.5% | -118.1% | -61.3% |
| 3Y | +180.5% | -16.9% | +197.4% | +161.9% |
| All | +180.5% | -20.0% | +200.5% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling