-58.6%
MSTR vs SPG
+22.1%
-80.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.5% |
| 7D | +9.3% | 0.0% | +9.3% | +9.3% |
| 30D | +36.5% | -4.9% | +41.5% | +37.0% |
| 3M | +7.3% | +3.3% | +4.0% | +6.1% |
| 6M | +2.2% | +11.2% | -9.0% | -1.6% |
| YTD | -10.2% | +17.1% | -27.2% | -10.6% |
| 1Y | -58.6% | +21.6% | -80.2% | -58.9% |
| All | -58.6% | +22.1% | -80.7% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling