+554.5%
MSTR vs SNPS
+702.6%
-148.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -5.1% |
| 7D | -4.0% | +0.2% | -4.1% | -4.1% |
| 30D | -18.6% | -8.4% | -10.2% | -13.8% |
| 3M | +25.6% | +12.3% | +13.3% | +14.6% |
| 6M | -33.1% | -9.6% | -23.5% | -30.2% |
| YTD | -17.3% | -0.6% | -16.8% | -19.8% |
| 1Y | -48.1% | +18.7% | -66.8% | -55.6% |
| 3Y | +154.2% | -7.6% | +161.8% | +119.7% |
| 5Y | +46.2% | +34.1% | +12.1% | -4.3% |
| 10Y | +554.5% | +691.2% | -136.7% | +91.8% |
| All | +554.5% | +702.6% | -148.1% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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