-56.4%
MSTR vs SNY
+2.0%
-58.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +12.2% | -1.3% | +13.5% | +12.4% |
| 30D | +45.2% | +3.4% | +41.8% | +44.4% |
| 3M | +10.4% | -0.3% | +10.7% | +9.9% |
| 6M | -2.5% | +1.0% | -3.5% | -3.3% |
| YTD | -6.0% | -3.6% | -2.4% | -6.5% |
| 1Y | -56.4% | +3.0% | -59.4% | -60.7% |
| All | -56.4% | +2.0% | -58.5% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling