-42.3%
MSTR vs SPGI
+3.2%
-45.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +3.3% |
| 7D | -1.8% | +7.2% | -9.0% | -5.5% |
| 30D | -13.3% | +23.2% | -36.5% | -22.9% |
| 3M | +46.0% | +17.0% | +28.9% | +34.4% |
| 6M | -22.4% | +20.4% | -42.9% | -29.8% |
| YTD | -6.2% | -1.9% | -4.3% | -8.3% |
| 1Y | -42.3% | +2.9% | -45.2% | -43.3% |
| All | -42.3% | +3.2% | -45.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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