+579.7%
MSTR vs SNAP
-78.8%
+658.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.0% | +4.7% | -5.5% |
| 7D | -8.7% | -10.4% | +1.7% | -5.9% |
| 30D | -21.4% | -11.9% | -9.5% | -18.6% |
| 3M | +31.4% | -4.5% | +35.9% | +32.9% |
| 6M | -30.8% | -16.7% | -14.1% | -28.0% |
| YTD | -14.9% | -36.9% | +22.0% | -5.2% |
| 1Y | -49.3% | -30.3% | -19.0% | -45.2% |
| 3Y | +184.8% | -52.5% | +237.4% | +215.3% |
| 5Y | +62.1% | -90.4% | +152.6% | +119.3% |
| All | +579.7% | -78.8% | +658.5% | +655.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling