+481.0%
MSTR vs SO
+197.2%
+283.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | -13.4% | +1.4% | -14.8% | -13.6% |
| 30D | -22.1% | +4.7% | -26.8% | -22.8% |
| 3M | +15.0% | +1.7% | +13.3% | +14.4% |
| 6M | -37.3% | +2.2% | -39.5% | -37.8% |
| YTD | -26.5% | +10.0% | -36.5% | -28.3% |
| 1Y | -46.5% | +6.0% | -52.5% | -47.3% |
| 3Y | +121.1% | +54.1% | +67.0% | +94.7% |
| 5Y | +37.5% | +79.6% | -42.1% | +18.1% |
| All | +481.0% | +197.2% | +283.8% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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