+48.3%
MSTR vs SNAP
-90.7%
+139.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -10.7% | -10.6% | -0.2% | -6.8% |
| 30D | -21.6% | -19.7% | -1.8% | -14.5% |
| 3M | +24.4% | -6.5% | +30.9% | +27.0% |
| 6M | -35.5% | -17.8% | -17.7% | -31.6% |
| YTD | -20.3% | -38.0% | +17.7% | -6.7% |
| 1Y | -49.3% | -42.5% | -6.9% | -39.0% |
| 3Y | +137.8% | -55.8% | +193.6% | +172.1% |
| 5Y | +48.3% | -90.5% | +138.9% | +192.8% |
| All | +48.3% | -90.7% | +139.0% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling