+677.4%
MSTR vs SPMO
+526.3%
+151.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +7.7% | +2.7% | +5.0% | +4.2% |
| 30D | +36.3% | +1.1% | +35.3% | +34.5% |
| 3M | +13.4% | +2.0% | +11.4% | +8.0% |
| 6M | -4.5% | +26.5% | -31.0% | -31.2% |
| YTD | -12.7% | +26.5% | -39.2% | -36.4% |
| 1Y | -59.6% | +27.9% | -87.5% | -70.8% |
| 3Y | +272.5% | +160.4% | +112.1% | +24.3% |
| 5Y | +107.1% | +151.5% | -44.3% | -23.7% |
| 10Y | +677.4% | +526.3% | +151.0% | +97.3% |
| All | +677.4% | +526.3% | +151.0% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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