+1,252.0%
MSTR vs SO
+1,753.2%
-501.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +12.2% | -0.2% | +12.3% | +12.2% |
| 30D | +45.2% | -4.6% | +49.7% | +46.3% |
| 3M | +10.4% | -3.0% | +13.4% | +10.7% |
| 6M | -2.5% | -8.3% | +5.8% | -1.3% |
| YTD | -6.0% | +3.5% | -9.6% | -7.0% |
| 1Y | -56.4% | -0.9% | -55.5% | -56.6% |
| 3Y | +306.3% | +45.4% | +260.9% | +270.8% |
| 5Y | +100.5% | +59.6% | +40.9% | +80.2% |
| 10Y | +741.1% | +156.6% | +584.5% | +581.9% |
| All | +1,252.0% | +1,753.2% | -501.3% | +1,283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling