+731.6%
MSTR vs SPG
+59.6%
+672.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +12.2% | -2.4% | +14.6% | +13.5% |
| 30D | +45.2% | -6.8% | +52.0% | +50.3% |
| 3M | +10.4% | +2.7% | +7.7% | +8.2% |
| 6M | -2.5% | +5.5% | -7.9% | -5.7% |
| YTD | -6.0% | +15.7% | -21.7% | -13.3% |
| 1Y | -56.4% | +20.9% | -77.3% | -60.9% |
| 3Y | +306.3% | +112.4% | +193.9% | +179.9% |
| 5Y | +100.5% | +101.4% | -0.9% | +47.1% |
| All | +731.6% | +59.6% | +672.0% | +510.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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