+543.2%
MSTR vs SNAP
-77.7%
+620.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | -0.8% |
| 7D | -14.2% | -9.8% | -4.4% | -11.8% |
| 30D | -19.9% | -18.2% | -1.6% | -15.3% |
| 3M | +27.3% | -3.1% | +30.4% | +28.1% |
| 6M | -37.6% | -7.1% | -30.4% | -36.9% |
| YTD | -19.5% | -33.8% | +14.3% | -11.6% |
| 1Y | -47.1% | -39.0% | -8.1% | -40.7% |
| 3Y | +140.3% | -52.8% | +193.1% | +165.8% |
| 5Y | +49.5% | -90.0% | +139.5% | +99.5% |
| All | +543.2% | -77.7% | +620.9% | +604.9% |
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