+486.8%
MSTR vs SNAP
-78.1%
+564.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -13.4% | +6.0% | -19.5% | -14.8% |
| 30D | -22.1% | -13.8% | -8.3% | -18.8% |
| 3M | +15.0% | -0.8% | +15.7% | +15.0% |
| 6M | -37.3% | -6.2% | -31.1% | -36.8% |
| YTD | -26.5% | -34.8% | +8.3% | -19.0% |
| 1Y | -46.5% | -38.7% | -7.8% | -40.0% |
| 3Y | +121.1% | -53.5% | +174.5% | +145.5% |
| 5Y | +37.5% | -90.2% | +127.7% | +84.4% |
| All | +486.8% | -78.1% | +564.8% | +545.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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