+481.0%
MSTR vs SPGI
+333.9%
+147.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -3.3% |
| 7D | -13.4% | +1.2% | -14.7% | -14.2% |
| 30D | -22.1% | +15.9% | -38.0% | -30.4% |
| 3M | +15.0% | +12.3% | +2.7% | +5.3% |
| 6M | -37.3% | +23.7% | -61.0% | -47.0% |
| YTD | -26.5% | -3.5% | -23.0% | -25.9% |
| 1Y | -46.5% | +0.4% | -46.9% | -47.8% |
| 3Y | +121.1% | +29.9% | +91.2% | +72.1% |
| 5Y | +37.5% | +15.2% | +22.3% | +18.4% |
| All | +481.0% | +333.9% | +147.2% | +174.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling