+554.5%
MSTR vs SPG
+117.3%
+437.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.6% |
| 7D | -4.0% | +5.1% | -9.0% | -6.2% |
| 30D | -18.6% | +16.8% | -35.5% | -24.8% |
| 3M | +25.6% | +5.7% | +19.9% | +22.1% |
| 6M | -33.1% | +17.8% | -50.8% | -38.8% |
| YTD | -17.3% | +30.1% | -47.5% | -28.1% |
| 1Y | -48.1% | +32.8% | -80.9% | -55.4% |
| 3Y | +154.2% | +137.2% | +17.0% | +65.6% |
| 5Y | +46.2% | +81.5% | -35.3% | +7.9% |
| 10Y | +554.5% | +116.5% | +438.0% | +331.1% |
| All | +554.5% | +117.3% | +437.2% | +331.1% |
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