+48.3%
MSTR vs SO
+78.2%
-29.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -10.7% | -0.1% | -10.6% | -10.7% |
| 30D | -21.6% | +8.7% | -30.2% | -22.4% |
| 3M | +24.4% | +3.4% | +21.0% | +23.8% |
| 6M | -35.5% | +3.7% | -39.2% | -36.0% |
| YTD | -20.3% | +10.0% | -30.4% | -22.1% |
| 1Y | -49.3% | +6.6% | -55.9% | -50.0% |
| 3Y | +137.8% | +52.5% | +85.3% | +94.0% |
| 5Y | +48.3% | +76.1% | -27.7% | +42.2% |
| All | +48.3% | +78.2% | -29.9% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling