+554.5%
MSTR vs SRE
+110.3%
+444.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | -4.0% | -8.4% | +4.4% | -0.8% |
| 30D | -18.6% | -3.2% | -15.5% | -17.8% |
| 3M | +25.6% | -5.3% | +30.9% | +27.3% |
| 6M | -33.1% | -12.6% | -20.5% | -30.4% |
| YTD | -17.3% | -8.8% | -8.6% | -15.8% |
| 1Y | -48.1% | -13.4% | -34.7% | -46.0% |
| 3Y | +154.2% | +24.4% | +129.8% | +129.5% |
| 5Y | +46.2% | +47.3% | -1.1% | +30.6% |
| 10Y | +554.5% | +116.7% | +437.9% | +453.8% |
| All | +554.5% | +110.3% | +444.2% | +453.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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