+1,120.6%
MSTR vs SPGI
+4,054.9%
-2,934.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -15.9% | +18.4% | -34.3% | -23.4% |
| 3M | +33.1% | +15.7% | +17.4% | +23.1% |
| 6M | -31.0% | +17.3% | -48.3% | -37.0% |
| YTD | -15.1% | -4.7% | -10.4% | -13.8% |
| 1Y | -45.6% | +1.8% | -47.5% | -46.8% |
| 3Y | +180.5% | +31.7% | +148.8% | +137.5% |
| 5Y | +61.7% | +12.1% | +49.6% | +55.9% |
| 10Y | +578.0% | +341.9% | +236.1% | +232.5% |
| All | +1,120.6% | +4,054.9% | -2,934.2% | +63.3% |
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