+180.5%
MSTR vs SNAP
-53.8%
+234.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.6% |
| 7D | -1.2% | -7.1% | +5.9% | +1.5% |
| 30D | -15.9% | -14.6% | -1.3% | -10.9% |
| 3M | +33.1% | -5.0% | +38.1% | +35.3% |
| 6M | -31.0% | -18.8% | -12.2% | -26.8% |
| YTD | -15.1% | -38.5% | +23.4% | -2.4% |
| 1Y | -45.6% | -38.1% | -7.6% | -37.7% |
| 3Y | +180.5% | -53.8% | +234.3% | +286.5% |
| All | +180.5% | -53.8% | +234.3% | +286.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling