+26,668.6%
MSTR vs SNY
+245.1%
+26,423.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -3.3% |
| 7D | +9.3% | -2.7% | +12.0% | +10.6% |
| 30D | +36.5% | -0.7% | +37.2% | +36.9% |
| 3M | +7.3% | -1.6% | +9.0% | +7.7% |
| 6M | +2.2% | +2.3% | 0.0% | +0.6% |
| YTD | -10.2% | -6.0% | -4.2% | -8.6% |
| 1Y | -58.6% | -2.7% | -56.0% | -58.7% |
| 3Y | +283.2% | -7.5% | +290.6% | +274.6% |
| 5Y | +113.8% | +6.7% | +107.1% | +95.9% |
| 10Y | +690.7% | +62.3% | +628.5% | +482.1% |
| All | +26,668.6% | +245.1% | +26,423.6% | +13,149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling