+526.8%
MSTR vs SPG
+117.2%
+409.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.9% |
| 7D | -10.7% | +5.6% | -16.3% | -13.1% |
| 30D | -21.6% | +17.6% | -39.1% | -27.7% |
| 3M | +24.4% | +7.5% | +16.9% | +19.9% |
| 6M | -35.5% | +18.5% | -54.0% | -41.2% |
| YTD | -20.3% | +30.9% | -51.3% | -31.0% |
| 1Y | -49.3% | +34.1% | -83.4% | -56.7% |
| 3Y | +137.8% | +135.5% | +2.3% | +55.4% |
| 5Y | +48.3% | +86.5% | -38.2% | +8.3% |
| 10Y | +526.8% | +116.1% | +410.7% | +311.0% |
| All | +526.8% | +117.2% | +409.6% | +311.0% |
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