+308.9%
MSTR vs SNAP
-46.7%
+355.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | 0.0% |
| 7D | +12.2% | +0.7% | +11.4% | +12.0% |
| 30D | +45.2% | +2.6% | +42.5% | +43.4% |
| 3M | +10.4% | -9.9% | +20.3% | +13.3% |
| 6M | -2.5% | +1.9% | -4.3% | -5.1% |
| YTD | -6.0% | -32.2% | +26.2% | +4.2% |
| 1Y | -56.4% | -22.8% | -33.6% | -53.7% |
| All | +308.9% | -46.7% | +355.6% | +331.5% |
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