+161.3%
MSTR vs SN
+650.0%
-488.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.5% | -5.3% |
| 7D | -11.5% | +1.4% | -12.9% | -12.0% |
| 30D | -24.8% | +16.6% | -41.4% | -29.2% |
| 3M | +20.6% | +18.3% | +2.4% | +12.8% |
| 6M | -38.0% | +103.1% | -141.0% | -54.1% |
| YTD | -24.7% | +96.7% | -121.4% | -43.6% |
| 1Y | -49.1% | +134.3% | -183.4% | -64.5% |
| 3Y | +124.7% | +425.2% | -300.5% | +36.3% |
| All | +161.3% | +650.0% | -488.7% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling