+120.4%
MSTR vs SM
+107.8%
+12.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | +12.2% | +0.1% | +12.1% | +11.9% |
| 30D | +45.2% | +26.3% | +18.9% | +32.6% |
| 3M | +10.4% | +8.7% | +1.7% | +4.9% |
| 6M | -2.5% | +51.7% | -54.2% | -22.6% |
| YTD | -6.0% | +99.0% | -105.1% | -33.9% |
| 1Y | -56.4% | +34.6% | -91.0% | -64.2% |
| 3Y | +306.3% | -7.8% | +314.0% | +270.4% |
| All | +120.4% | +107.8% | +12.5% | +38.6% |
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