+179.4%
MSTR vs SN
+673.1%
-493.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -14.2% | +3.5% | -17.7% | -15.4% |
| 30D | -19.9% | +19.4% | -39.3% | -25.3% |
| 3M | +27.3% | +20.9% | +6.4% | +17.9% |
| 6M | -37.6% | +111.1% | -148.7% | -54.6% |
| YTD | -19.5% | +102.8% | -122.3% | -40.4% |
| 1Y | -47.1% | +146.2% | -193.3% | -63.9% |
| 3Y | +140.3% | +441.4% | -301.1% | +44.0% |
| All | +179.4% | +673.1% | -493.7% | +68.7% |
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