-55.3%
MSTR vs SOLS
+20.3%
-75.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.5% |
| 7D | +7.7% | +3.7% | +4.0% | +7.2% |
| 30D | +36.3% | +5.0% | +31.3% | +35.5% |
| 3M | +13.4% | -21.1% | +34.5% | +17.2% |
| 6M | -4.5% | -14.2% | +9.7% | -3.8% |
| YTD | -12.7% | +30.6% | -43.3% | -20.0% |
| All | -55.3% | +20.3% | -75.6% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 10y: compounded portfolio wealth divided by compounded SOLS 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…
10y analysis · Full analysis span regression · 6 months rolling