+49.5%
MSTR vs SPGI
+14.7%
+34.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.7% |
| 7D | -14.2% | -1.4% | -12.8% | -12.9% |
| 30D | -19.9% | +15.3% | -35.1% | -30.9% |
| 3M | +27.3% | +16.5% | +10.8% | +8.7% |
| 6M | -37.6% | +19.8% | -57.4% | -49.0% |
| YTD | -19.5% | -3.2% | -16.2% | -18.7% |
| 1Y | -47.1% | +1.8% | -48.9% | -50.0% |
| 3Y | +140.3% | +30.6% | +109.7% | +48.3% |
| 5Y | +49.5% | +16.0% | +33.5% | -1.6% |
| All | +49.5% | +14.7% | +34.8% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling