+1,120.6%
MSTR vs SPG
+2,838.4%
-1,717.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.2% | +4.9% | -6.1% | -3.0% |
| 30D | -15.9% | +15.6% | -31.5% | -20.7% |
| 3M | +33.1% | +4.1% | +29.0% | +31.0% |
| 6M | -31.0% | +13.6% | -44.6% | -34.7% |
| YTD | -15.1% | +27.5% | -42.7% | -23.4% |
| 1Y | -45.6% | +32.2% | -77.9% | -51.7% |
| 3Y | +180.5% | +126.0% | +54.5% | +103.8% |
| 5Y | +61.7% | +74.7% | -13.1% | +33.6% |
| 10Y | +578.0% | +112.8% | +465.2% | +370.1% |
| All | +1,120.6% | +2,838.4% | -1,717.8% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling