+1,058.3%
MSTR vs SPG
+2,919.9%
-1,861.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -14.2% | +2.7% | -16.9% | -15.1% |
| 30D | -19.9% | +16.6% | -36.4% | -24.6% |
| 3M | +27.3% | +8.1% | +19.2% | +23.4% |
| 6M | -37.6% | +19.3% | -56.9% | -42.1% |
| YTD | -19.5% | +31.1% | -50.6% | -28.1% |
| 1Y | -47.1% | +32.8% | -79.9% | -53.1% |
| 3Y | +140.3% | +135.8% | +4.5% | +71.7% |
| 5Y | +49.5% | +85.1% | -35.6% | +21.0% |
| 10Y | +521.9% | +115.9% | +405.9% | +328.2% |
| All | +1,058.3% | +2,919.9% | -1,861.5% | +116.1% |
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 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