+1,252.0%
MSTR vs SPGI
+3,839.1%
-2,587.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.5% |
| 7D | +12.2% | +0.1% | +12.0% | +12.3% |
| 30D | +45.2% | +8.4% | +36.8% | +39.1% |
| 3M | +10.4% | +11.8% | -1.5% | +3.7% |
| 6M | -2.5% | +5.7% | -8.2% | -5.9% |
| YTD | -6.0% | -9.7% | +3.7% | -1.6% |
| 1Y | -56.4% | -12.5% | -44.0% | -54.0% |
| 3Y | +306.3% | +21.8% | +284.5% | +259.2% |
| 5Y | +100.5% | +8.2% | +92.3% | +97.0% |
| 10Y | +741.1% | +309.5% | +431.6% | +328.7% |
| All | +1,252.0% | +3,839.1% | -2,587.2% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling