+180.5%
MSTR vs SO
+45.4%
+135.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.6% |
| 7D | -1.2% | -1.5% | +0.3% | -1.6% |
| 30D | -15.9% | +8.1% | -24.0% | -14.0% |
| 3M | +33.1% | +0.2% | +32.9% | +33.7% |
| 6M | -31.0% | +0.4% | -31.4% | -30.5% |
| YTD | -15.1% | +8.5% | -23.6% | -12.8% |
| 1Y | -45.6% | +4.9% | -50.6% | -44.4% |
| 3Y | +180.5% | +47.9% | +132.6% | +187.3% |
| All | +180.5% | +45.4% | +135.1% | +187.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling