+40.4%
MSTR vs SM
+5.5%
+34.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -13.4% | +9.4% | -22.8% | -16.2% |
| 30D | -22.1% | -14.4% | -7.7% | -19.1% |
| 3M | +15.0% | +1.6% | +13.4% | +11.0% |
| 6M | -37.3% | +6.3% | -43.7% | -42.4% |
| YTD | -26.5% | +78.8% | -105.3% | -48.1% |
| 1Y | -46.5% | +83.1% | -129.6% | -62.8% |
| 3Y | +121.1% | -5.9% | +127.0% | +93.7% |
| All | +40.4% | +5.5% | +34.9% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling