+1,124.1%
MSTR vs SO
+1,863.2%
-739.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.3% |
| 7D | -8.7% | +0.4% | -9.1% | -8.8% |
| 30D | -21.4% | +9.2% | -30.7% | -22.7% |
| 3M | +31.4% | +1.1% | +30.4% | +30.9% |
| 6M | -30.8% | -1.1% | -29.8% | -31.0% |
| YTD | -14.9% | +9.7% | -24.6% | -16.8% |
| 1Y | -49.3% | +5.5% | -54.8% | -50.1% |
| 3Y | +184.8% | +47.0% | +137.8% | +159.4% |
| 5Y | +62.1% | +77.6% | -15.5% | +42.7% |
| 10Y | +580.0% | +181.0% | +399.0% | +441.9% |
| All | +1,124.1% | +1,863.2% | -739.1% | +1,138.4% |
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