+49.9%
MSTR vs SO
+75.0%
-25.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -1.2% | -1.5% | +0.3% | -1.1% |
| 30D | -15.9% | +8.1% | -24.0% | -16.9% |
| 3M | +33.1% | +0.2% | +32.9% | +33.0% |
| 6M | -31.0% | +0.4% | -31.4% | -31.2% |
| YTD | -15.1% | +8.5% | -23.6% | -16.8% |
| 1Y | -45.6% | +4.9% | -50.6% | -46.3% |
| 3Y | +180.5% | +47.9% | +132.6% | +131.7% |
| All | +49.9% | +75.0% | -25.1% | +47.0% |
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 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