+103.8%
MSTR vs SNY
+9.4%
+94.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -8.3% | -3.3% | -5.0% | -7.2% |
| 30D | +38.1% | -2.2% | +40.3% | +39.1% |
| 3M | +9.0% | -3.0% | +12.0% | +9.9% |
| 6M | -5.3% | +2.7% | -8.1% | -6.8% |
| YTD | -13.8% | -6.8% | -7.0% | -12.3% |
| 1Y | -59.8% | -5.3% | -54.6% | -59.5% |
| 3Y | +282.2% | -9.8% | +292.0% | +280.0% |
| All | +103.8% | +9.4% | +94.3% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling