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  • MSTR vs SM✓SelectedUSD · SMMSTR vs SM performance historyLatest closeAs of-1.39%09/04
Stock and ETF performance explorer

MSTR vs SM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,252.0%
SM return
+669.1%
Excess return
+582.8%
Maximum drawdown
-99.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSMExcessAlpha
1D-1.4%-2.5%+1.1%-1.0%
7D+12.2%+0.1%+12.1%+12.1%
30D+45.2%+26.3%+18.9%+39.9%
3M+10.4%+8.7%+1.7%+8.1%
6M-2.5%+51.7%-54.2%-10.5%
YTD-6.0%+99.0%-105.1%-17.3%
1Y-56.4%+34.6%-91.0%-59.4%
3Y+306.3%-7.8%+314.0%+296.1%
5Y+100.5%+104.8%-4.3%+75.1%
10Y+741.1%+7.2%+733.8%+510.3%
All+1,252.0%+669.1%+582.8%+663.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling